+5.2%
QBTS vs ALC
+19.8%
-14.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.1% | +20.1% | +18.5% |
| 7D | +0.3% | +4.9% | -4.6% | -1.2% |
| 30D | -29.8% | +19.0% | -48.8% | -33.3% |
| 3M | -45.0% | +7.8% | -52.7% | -46.3% |
| 6M | -55.2% | +14.6% | -69.8% | -57.4% |
| YTD | -59.2% | -4.4% | -54.7% | -58.8% |
| 1Y | -62.4% | +1.4% | -63.8% | -63.0% |
| 3Y | +1,264.0% | +2.5% | +1,261.5% | +1,245.5% |
| 5Y | +8.8% | -10.9% | +19.7% | +7.8% |
| All | +5.2% | +19.8% | -14.6% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling