-65.1%
QBTS vs AJG
+19.3%
-84.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +2.0% |
| 7D | -11.8% | +10.7% | -22.5% | -8.4% |
| 30D | -33.6% | +26.9% | -60.5% | -27.8% |
| 3M | -52.5% | +16.6% | -69.0% | -49.7% |
| 6M | -50.4% | +40.1% | -90.5% | -46.7% |
| YTD | -60.3% | +12.4% | -72.8% | -56.7% |
| 1Y | -65.1% | +15.9% | -81.0% | -62.5% |
| All | -65.1% | +19.3% | -84.4% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling