+16.6%
QBTS vs ACM
+3.6%
+13.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.2% | +2.2% | +4.6% |
| 7D | +13.7% | +6.9% | +6.8% | +10.0% |
| 30D | -21.3% | +19.1% | -40.3% | -28.1% |
| 3M | -44.7% | -6.9% | -37.8% | -43.1% |
| 6M | -49.2% | -12.0% | -37.1% | -46.3% |
| YTD | -56.1% | -25.1% | -31.0% | -48.8% |
| 1Y | -61.1% | -45.4% | -15.7% | -45.2% |
| 3Y | +1,511.0% | -6.9% | +1,517.9% | +1,692.8% |
| 5Y | +16.6% | +3.7% | +12.8% | +37.4% |
| All | +16.6% | +3.6% | +13.0% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling