+165.0%
AMAT vs QBTS
+1,160.4%
-995.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.4% | +4.0% | +10.7% |
| 7D | -1.1% | +13.7% | -14.7% | -2.2% |
| 30D | -26.9% | -21.3% | -5.6% | -25.4% |
| 3M | -31.2% | -44.7% | +13.6% | -27.7% |
| 6M | -14.7% | -49.2% | +34.5% | -10.6% |
| YTD | +44.7% | -56.1% | +100.8% | +51.8% |
| 1Y | +62.0% | -61.1% | +123.1% | +70.3% |
| 3Y | +165.0% | +1,511.0% | -1,346.0% | +102.2% |
| All | +165.0% | +1,160.4% | -995.5% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling