+66.9%
AMAT vs QBTS
-62.5%
+129.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.1% |
| 7D | +11.4% | -10.5% | +21.8% | +14.2% |
| 30D | -17.0% | -20.5% | +3.5% | -12.9% |
| 3M | -30.6% | -54.3% | +23.6% | -19.3% |
| 6M | -14.9% | -55.4% | +40.5% | -2.3% |
| YTD | +44.7% | -63.4% | +108.1% | +66.0% |
| 1Y | +66.9% | -59.1% | +126.0% | +86.0% |
| All | +66.9% | -62.5% | +129.4% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling