+1,264.0%
QBTS vs ARMK
+91.9%
+1,172.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +4.5% | +13.6% | +14.8% |
| 7D | +0.3% | -2.6% | +2.9% | +2.5% |
| 30D | -29.8% | -5.2% | -24.6% | -26.9% |
| 3M | -45.0% | -6.5% | -38.5% | -42.4% |
| 6M | -55.2% | +15.3% | -70.4% | -60.2% |
| YTD | -59.2% | +43.6% | -102.8% | -70.0% |
| 1Y | -62.4% | +42.1% | -104.4% | -72.2% |
| 3Y | +1,264.0% | +94.0% | +1,170.0% | +705.4% |
| All | +1,264.0% | +91.9% | +1,172.0% | +705.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling