+1,146.7%
QBTS vs AS
+142.2%
+1,004.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +5.7% |
| 7D | +13.7% | +5.8% | +7.8% | +10.4% |
| 30D | -21.3% | +15.4% | -36.6% | -27.3% |
| 3M | -44.7% | -11.9% | -32.9% | -41.2% |
| 6M | -49.2% | -9.9% | -39.3% | -47.0% |
| YTD | -56.1% | -13.1% | -43.0% | -53.5% |
| 1Y | -61.1% | +9.9% | -71.0% | -63.9% |
| All | +1,146.7% | +142.2% | +1,004.5% | +1,169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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