+278.9%
AMAT vs QBTS
-11.7%
+290.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.1% |
| 1Y | +33.3% | -70.8% | +104.1% | +40.6% |
| 3Y | +133.9% | +930.8% | -796.9% | +103.3% |
| 5Y | +117.1% | -7.8% | +124.9% | +77.5% |
| All | +278.9% | -11.7% | +290.6% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling