-65.1%
QBTS vs ALC
+4.2%
-69.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.8% |
| 7D | -11.8% | +10.7% | -22.5% | -10.9% |
| 30D | -33.6% | +20.2% | -53.8% | -32.6% |
| 3M | -52.5% | +8.9% | -61.4% | -52.0% |
| 6M | -50.4% | +5.7% | -56.1% | -49.2% |
| YTD | -60.3% | -1.4% | -58.9% | -57.4% |
| 1Y | -65.1% | +4.7% | -69.8% | -63.0% |
| All | -65.1% | +4.2% | -69.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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