+5.2%
QBTS vs ARMK
+105.3%
-100.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +4.5% | +13.6% | +15.7% |
| 7D | +0.3% | -2.6% | +2.9% | +2.0% |
| 30D | -29.8% | -5.2% | -24.6% | -27.7% |
| 3M | -45.0% | -6.5% | -38.5% | -43.1% |
| 6M | -55.2% | +15.3% | -70.4% | -58.6% |
| YTD | -59.2% | +43.6% | -102.8% | -66.5% |
| 1Y | -62.4% | +42.1% | -104.4% | -69.0% |
| 3Y | +1,264.0% | +94.0% | +1,170.0% | +893.5% |
| 5Y | +8.8% | +96.3% | -87.5% | -19.0% |
| All | +5.2% | +105.3% | -100.1% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling