+390.0%
AMD vs QBTS
+4.2%
+385.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +18.0% | -7.0% | +9.4% |
| 7D | -11.0% | +0.3% | -11.3% | -10.9% |
| 30D | -30.5% | -29.8% | -0.6% | -28.3% |
| 3M | -8.2% | -45.0% | +36.7% | -3.5% |
| 6M | +6.6% | -55.2% | +61.7% | +13.1% |
| YTD | +109.7% | -59.2% | +168.8% | +122.3% |
| 1Y | +88.9% | -62.4% | +151.3% | +100.3% |
| 3Y | +301.8% | +1,264.0% | -962.2% | +224.2% |
| 5Y | +229.4% | +8.8% | +220.6% | +161.7% |
| All | +390.0% | +4.2% | +385.8% | +292.4% |
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