+482.7%
AMD vs QBTS
-6.7%
+489.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -5.9% | -8.5% |
| 7D | +18.9% | -10.5% | +29.4% | +20.1% |
| 30D | -6.4% | -20.5% | +14.1% | -4.4% |
| 3M | +10.6% | -54.3% | +64.8% | +18.1% |
| 6M | +19.9% | -55.4% | +75.3% | +27.5% |
| YTD | +149.4% | -63.4% | +212.8% | +166.9% |
| 1Y | +115.4% | -59.1% | +174.5% | +128.2% |
| 3Y | +357.3% | +1,216.8% | -859.5% | +271.5% |
| 5Y | +261.1% | -2.6% | +263.8% | +189.7% |
| All | +482.7% | -6.7% | +489.4% | +371.2% |
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 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