-65.1%
QBTS vs ARMK
+41.1%
-106.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.4% |
| 7D | -11.8% | -5.8% | -6.0% | -10.1% |
| 30D | -33.6% | -5.3% | -28.4% | -32.5% |
| 3M | -52.5% | -6.7% | -45.7% | -51.2% |
| 6M | -50.4% | +17.4% | -67.7% | -52.3% |
| YTD | -60.3% | +43.0% | -103.3% | -65.9% |
| 1Y | -65.1% | +40.3% | -105.4% | -69.5% |
| All | -65.1% | +41.1% | -106.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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