+5.2%
QBTS vs ACM
+45.4%
-40.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | 0.0% | +18.0% | +18.0% |
| 7D | +0.3% | +5.4% | -5.1% | -2.0% |
| 30D | -29.8% | +15.1% | -44.9% | -34.1% |
| 3M | -45.0% | -10.5% | -34.5% | -42.7% |
| 6M | -55.2% | -19.7% | -35.5% | -51.0% |
| YTD | -59.2% | -28.8% | -30.3% | -52.6% |
| 1Y | -62.4% | -47.9% | -14.5% | -49.6% |
| 3Y | +1,264.0% | -12.4% | +1,276.3% | +1,449.1% |
| 5Y | +8.8% | +0.6% | +8.2% | +27.8% |
| All | +5.2% | +45.4% | -40.1% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling