+339.7%
AMAT vs QBTS
-6.7%
+346.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.6% |
| 7D | +11.4% | -10.5% | +21.8% | +12.2% |
| 30D | -17.0% | -20.5% | +3.5% | -15.8% |
| 3M | -30.6% | -54.3% | +23.6% | -27.3% |
| 6M | -14.9% | -55.4% | +40.5% | -11.2% |
| YTD | +44.7% | -63.4% | +108.1% | +51.5% |
| 1Y | +66.9% | -59.1% | +126.0% | +73.3% |
| 3Y | +153.3% | +1,216.8% | -1,063.5% | +118.4% |
| 5Y | +146.2% | -2.6% | +148.9% | +100.5% |
| All | +339.7% | -6.7% | +346.4% | +265.1% |
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