+14.6%
QBTS vs ACM
-47.1%
+61.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.6% |
| 3M | -31.6% | -6.4% | -25.2% | -30.4% |
| 6M | -4.9% | -29.2% | +24.3% | +22.1% |
| YTD | -32.4% | -29.9% | -2.5% | -14.1% |
| 1Y | +14.6% | -47.3% | +61.9% | +100.2% |
| All | +14.6% | -47.1% | +61.7% | +100.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling