+5.2%
QBTS vs AG
+41.4%
-36.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.8% | +16.2% | +17.6% |
| 7D | +0.3% | +6.3% | -6.0% | -0.9% |
| 30D | -29.8% | -8.9% | -20.9% | -28.4% |
| 3M | -45.0% | -12.2% | -32.8% | -43.5% |
| 6M | -55.2% | -28.3% | -26.9% | -52.4% |
| YTD | -59.2% | -8.8% | -50.3% | -57.9% |
| 1Y | -62.4% | +39.4% | -101.7% | -63.0% |
| 3Y | +1,264.0% | +229.4% | +1,034.6% | +1,142.6% |
| 5Y | +8.8% | +14.5% | -5.8% | -1.0% |
| All | +5.2% | +41.4% | -36.2% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling