+63.3%
QBTS vs ARMK
+121.9%
-58.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.0% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | -22.5% | 0.0% | -22.5% | -22.6% |
| 3M | -40.0% | +6.7% | -46.7% | -42.0% |
| 6M | -12.3% | +38.8% | -51.1% | -26.5% |
| YTD | -36.6% | +55.2% | -91.8% | -50.1% |
| 1Y | +8.4% | +46.6% | -38.2% | -11.9% |
| 3Y | +1,380.4% | +112.9% | +1,267.5% | +929.2% |
| 5Y | +69.7% | +144.0% | -74.3% | +20.9% |
| All | +63.3% | +121.9% | -58.6% | +15.7% |
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