+1,264.0%
QBTS vs AG
+219.8%
+1,044.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.8% | +16.2% | +17.3% |
| 7D | +0.3% | +6.3% | -6.0% | -2.0% |
| 30D | -29.8% | -8.9% | -20.9% | -27.0% |
| 3M | -45.0% | -12.2% | -32.8% | -42.4% |
| 6M | -55.2% | -28.3% | -26.9% | -49.6% |
| YTD | -59.2% | -8.8% | -50.3% | -57.9% |
| 1Y | -62.4% | +39.4% | -101.7% | -65.9% |
| 3Y | +1,264.0% | +229.4% | +1,034.6% | +587.8% |
| All | +1,264.0% | +219.8% | +1,044.2% | +587.8% |
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