+63.3%
QBTS vs ALLE
+54.4%
+8.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -22.5% | -6.8% | -15.7% | -20.2% |
| 3M | -40.0% | +21.0% | -61.0% | -44.8% |
| 6M | -12.3% | +1.1% | -13.4% | -13.1% |
| YTD | -36.6% | -0.5% | -36.1% | -36.8% |
| 1Y | +8.4% | -7.3% | +15.7% | +11.3% |
| 3Y | +1,380.4% | +42.3% | +1,338.1% | +1,189.9% |
| 5Y | +69.7% | +13.5% | +56.2% | +55.2% |
| All | +63.3% | +54.4% | +8.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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