+1,558.0%
QBTS vs AG
+274.2%
+1,283.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.8% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | -22.5% | +19.2% | -41.7% | -27.1% |
| 3M | -40.0% | +6.2% | -46.2% | -41.4% |
| 6M | -12.3% | -26.7% | +14.4% | -5.6% |
| YTD | -36.6% | +26.1% | -62.7% | -41.1% |
| 1Y | +8.4% | +131.7% | -123.2% | -14.0% |
| All | +1,558.0% | +274.2% | +1,283.8% | +1,021.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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