+70.9%
QBTS vs AEM
+294.2%
-223.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.8% |
| 7D | -1.0% | -5.0% | +4.1% | +0.5% |
| 30D | -17.6% | +8.5% | -26.1% | -19.6% |
| 3M | -28.3% | +29.3% | -57.6% | -33.5% |
| 6M | -11.2% | -12.9% | +1.7% | -9.3% |
| YTD | -36.3% | +16.8% | -53.1% | -38.1% |
| 1Y | +3.9% | +29.8% | -26.0% | -0.1% |
| 3Y | +1,728.8% | +336.7% | +1,392.0% | +1,646.9% |
| 5Y | +70.9% | +299.9% | -229.1% | +65.5% |
| All | +70.9% | +294.2% | -223.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling