+1,500.0%
QBTS vs AEM
+344.0%
+1,156.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +3.8% | +3.0% | +0.8% | +2.1% |
| 30D | -15.2% | +12.5% | -27.7% | -20.5% |
| 3M | -27.2% | +26.9% | -54.2% | -36.4% |
| 6M | -10.1% | -9.4% | -0.6% | -7.3% |
| YTD | -34.5% | +20.3% | -54.8% | -40.1% |
| 1Y | +6.0% | +33.8% | -27.8% | -6.3% |
| All | +1,500.0% | +344.0% | +1,156.0% | +1,122.6% |
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