+74.1%
QBTS vs ACM
+43.1%
+31.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.9% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | -14.9% | -12.9% | -2.0% | -10.2% |
| 3M | -31.6% | -6.4% | -25.2% | -30.8% |
| 6M | -4.9% | -29.2% | +24.3% | +11.2% |
| YTD | -32.4% | -29.9% | -2.5% | -20.9% |
| 1Y | +14.6% | -47.3% | +61.9% | +53.6% |
| 3Y | +1,839.6% | -19.6% | +1,859.2% | +2,136.0% |
| 5Y | +81.2% | +5.5% | +75.7% | +114.8% |
| All | +74.1% | +43.1% | +31.0% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling