-60.9%
QBTS vs ALC
+2.0%
-62.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.4% |
| 7D | +13.7% | +2.1% | +11.6% | +13.9% |
| 30D | -21.3% | +17.2% | -38.5% | -20.2% |
| 3M | -44.7% | +4.6% | -49.4% | -44.3% |
| 6M | -49.2% | +20.1% | -69.3% | -48.9% |
| YTD | -56.1% | -4.2% | -51.9% | -53.1% |
| All | -60.9% | +2.0% | -62.9% | -56.3% |
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