+3.3%
QBTS vs ARES
+249.2%
-245.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | +1.1% | +8.1% | -7.1% | -3.2% |
| 30D | -28.1% | +18.9% | -47.0% | -35.2% |
| 3M | -48.1% | +2.3% | -50.4% | -49.0% |
| 6M | -53.6% | +12.7% | -66.3% | -56.8% |
| YTD | -59.9% | -10.8% | -49.2% | -57.8% |
| 1Y | -64.3% | -5.3% | -59.0% | -63.4% |
| 3Y | +1,355.6% | +42.0% | +1,313.5% | +1,168.6% |
| 5Y | +6.6% | +88.3% | -81.7% | -9.7% |
| All | +3.3% | +249.2% | -245.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling