-60.9%
QBTS vs ACM
-46.1%
-14.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.2% | +2.2% | +5.5% |
| 7D | +13.7% | +6.9% | +6.8% | +11.2% |
| 30D | -21.3% | +19.1% | -40.3% | -25.8% |
| 3M | -44.7% | -6.9% | -37.8% | -42.6% |
| 6M | -49.2% | -12.0% | -37.1% | -44.7% |
| YTD | -56.1% | -25.1% | -31.0% | -47.3% |
| All | -60.9% | -46.1% | -14.9% | -43.5% |
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