+117.5%
AMAT vs QBTS
-7.7%
+125.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.8% | -0.8% | -12.7% |
| 7D | -24.3% | -21.7% | -2.6% | -23.0% |
| 30D | -39.8% | -42.7% | +2.9% | -37.6% |
| 3M | -40.2% | -57.7% | +17.5% | -37.0% |
| 6M | -22.1% | -58.0% | +35.9% | -18.4% |
| YTD | +24.7% | -65.4% | +90.1% | +31.0% |
| 1Y | +33.3% | -70.8% | +104.1% | +40.6% |
| 3Y | +133.9% | +930.8% | -796.9% | +103.9% |
| All | +117.5% | -7.7% | +125.2% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling