-5.8%
QBTS vs ARMK
+110.8%
-116.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -10.5% | +2.7% | -13.2% | -11.6% |
| 30D | -20.5% | -1.5% | -19.1% | -19.6% |
| 3M | -54.3% | -11.6% | -42.7% | -51.2% |
| 6M | -55.4% | +6.7% | -62.2% | -56.9% |
| YTD | -63.4% | +47.4% | -110.9% | -70.4% |
| 1Y | -59.1% | +41.5% | -100.6% | -66.2% |
| 3Y | +1,216.8% | +95.5% | +1,121.3% | +853.1% |
| 5Y | -2.6% | +108.4% | -111.0% | -28.5% |
| All | -5.8% | +110.8% | -116.6% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling