+74.1%
QBTS vs ADP
+76.2%
-2.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.5% | +10.1% | +7.2% |
| 7D | +6.8% | -5.5% | +12.3% | +7.8% |
| 30D | -14.9% | -1.2% | -13.6% | -14.8% |
| 3M | -31.6% | +17.9% | -49.5% | -34.8% |
| 6M | -4.9% | +20.3% | -25.3% | -10.1% |
| YTD | -32.4% | +5.8% | -38.3% | -33.7% |
| 1Y | +14.6% | -7.7% | +22.3% | +16.8% |
| 3Y | +1,839.6% | +14.7% | +1,824.9% | +1,753.6% |
| 5Y | +81.2% | +45.8% | +35.4% | +71.4% |
| All | +74.1% | +76.2% | -2.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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