+1,255.4%
QBTS vs AEM
+301.0%
+954.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -5.3% |
| 7D | +8.7% | -5.6% | +14.4% | +13.0% |
| 30D | -26.5% | -3.9% | -22.6% | -24.8% |
| 3M | -52.6% | -3.4% | -49.1% | -51.8% |
| 6M | -56.0% | -9.0% | -46.9% | -54.0% |
| YTD | -62.4% | +5.9% | -68.3% | -63.5% |
| 1Y | -62.7% | +4.0% | -66.7% | -63.5% |
| All | +1,255.4% | +301.0% | +954.4% | +767.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling