+1,329.3%
QBTS vs BAM
+61.4%
+1,267.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.1% |
| 7D | -2.4% | -2.0% | -0.4% | -0.2% |
| 30D | -22.5% | -2.9% | -19.6% | -20.4% |
| 3M | -40.0% | +9.4% | -49.4% | -46.5% |
| 6M | -12.3% | +10.8% | -23.1% | -21.6% |
| YTD | -36.6% | -0.4% | -36.2% | -36.7% |
| 1Y | +8.4% | -10.9% | +19.3% | +23.6% |
| All | +1,329.3% | +61.4% | +1,267.9% | +503.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling