-5.8%
QBTS vs AEM
+187.1%
-192.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -10.5% | -6.8% | -3.6% | -8.4% |
| 30D | -20.5% | +0.8% | -21.3% | -20.7% |
| 3M | -54.3% | -0.8% | -53.4% | -54.0% |
| 6M | -55.4% | -8.5% | -46.9% | -54.5% |
| YTD | -63.4% | +5.9% | -69.4% | -63.4% |
| 1Y | -59.1% | +6.6% | -65.7% | -59.1% |
| 3Y | +1,216.8% | +302.2% | +914.6% | +1,179.4% |
| 5Y | -2.6% | +250.8% | -253.4% | -4.4% |
| All | -5.8% | +187.1% | -192.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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