+388.1%
QBTS vs BAM
+90.5%
+297.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +5.0% |
| 7D | +13.7% | +5.3% | +8.4% | +8.0% |
| 30D | -21.3% | +18.1% | -39.4% | -34.3% |
| 3M | -44.7% | +4.2% | -49.0% | -47.8% |
| 6M | -49.2% | +11.1% | -60.3% | -55.4% |
| YTD | -56.1% | +6.6% | -62.7% | -59.5% |
| 1Y | -61.1% | +6.2% | -67.3% | -63.8% |
| 3Y | +1,511.0% | +95.0% | +1,415.9% | +693.9% |
| All | +388.1% | +90.5% | +297.5% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling