+462.1%
AMD vs QBTS
+2.2%
+459.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.6% | +9.9% | +2.1% |
| 7D | +6.5% | +1.1% | +5.4% | +6.5% |
| 30D | -15.3% | -28.1% | +12.8% | -12.7% |
| 3M | +9.7% | -48.1% | +57.8% | +15.9% |
| 6M | +13.2% | -53.6% | +66.8% | +19.8% |
| YTD | +140.6% | -59.9% | +200.5% | +155.5% |
| 1Y | +111.2% | -64.3% | +175.5% | +124.7% |
| 3Y | +334.4% | +1,355.6% | -1,021.1% | +250.0% |
| 5Y | +268.3% | +6.6% | +261.7% | +193.3% |
| All | +462.1% | +2.2% | +459.9% | +351.0% |
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