+883.7%
QBTS vs AS
+133.7%
+750.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.3% | -10.5% | -11.6% |
| 7D | -21.7% | +7.1% | -28.8% | -24.7% |
| 30D | -42.7% | +12.8% | -55.5% | -46.5% |
| 3M | -57.7% | -14.7% | -43.0% | -54.1% |
| 6M | -58.0% | -9.9% | -48.0% | -56.1% |
| YTD | -65.4% | -16.1% | -49.2% | -62.7% |
| 1Y | -70.8% | +0.2% | -71.0% | -71.5% |
| All | +883.7% | +133.7% | +750.0% | +920.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling