+342.1%
AMAT vs QBTS
+2.2%
+339.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.6% | +9.2% | +1.1% |
| 7D | -2.5% | +1.1% | -3.5% | -2.5% |
| 30D | -26.5% | -28.1% | +1.5% | -25.0% |
| 3M | -28.6% | -48.1% | +19.5% | -25.8% |
| 6M | -14.2% | -53.6% | +39.3% | -10.8% |
| YTD | +45.5% | -59.9% | +105.4% | +51.4% |
| 1Y | +59.3% | -64.3% | +123.7% | +66.1% |
| 3Y | +153.1% | +1,355.6% | -1,202.5% | +116.8% |
| 5Y | +158.2% | +6.6% | +151.5% | +109.0% |
| All | +342.1% | +2.2% | +339.9% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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