+1,702.2%
QBTS vs AS
+120.4%
+1,581.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -3.4% |
| 7D | -2.4% | -4.9% | +2.5% | +0.3% |
| 30D | -22.5% | -19.6% | -2.9% | -12.6% |
| 3M | -40.0% | -14.4% | -25.6% | -35.2% |
| 6M | -12.3% | -20.1% | +7.8% | -1.6% |
| YTD | -36.6% | -20.9% | -15.7% | -28.9% |
| 1Y | +8.4% | -21.9% | +30.3% | +21.3% |
| All | +1,702.2% | +120.4% | +1,581.8% | +1,843.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling