+63.3%
QBTS vs ARES
+247.4%
-184.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | -2.4% | -1.7% | -0.7% | -1.4% |
| 30D | -22.5% | +0.3% | -22.8% | -22.7% |
| 3M | -40.0% | +8.5% | -48.5% | -42.9% |
| 6M | -12.3% | +23.5% | -35.8% | -22.0% |
| YTD | -36.6% | -11.2% | -25.4% | -32.7% |
| 1Y | +8.4% | -19.3% | +27.7% | +20.0% |
| 3Y | +1,380.4% | +48.7% | +1,331.7% | +1,179.1% |
| 5Y | +69.7% | +106.5% | -36.8% | +44.3% |
| All | +63.3% | +247.4% | -184.0% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling