-65.1%
QBTS vs BAM
+4.2%
-69.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -5.9% |
| 7D | -11.8% | +14.2% | -26.0% | -23.9% |
| 30D | -33.6% | +21.0% | -54.6% | -46.4% |
| 3M | -52.5% | +5.2% | -57.6% | -55.6% |
| 6M | -50.4% | +16.0% | -66.4% | -59.2% |
| YTD | -60.3% | +6.5% | -66.8% | -64.2% |
| 1Y | -65.1% | +4.4% | -69.5% | -67.7% |
| All | -65.1% | +4.2% | -69.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling