+341.2%
AMD vs QBTS
-11.7%
+353.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.8% | -4.5% | -16.1% |
| 7D | -28.6% | -21.7% | -6.9% | -26.9% |
| 30D | -37.7% | -42.7% | +5.0% | -34.6% |
| 3M | -16.1% | -57.7% | +41.6% | -9.9% |
| 6M | +13.8% | -58.0% | +71.8% | +21.8% |
| YTD | +88.8% | -65.4% | +154.2% | +103.1% |
| 1Y | +57.8% | -70.8% | +128.6% | +70.6% |
| 3Y | +260.3% | +930.8% | -670.5% | +196.5% |
| 5Y | +196.6% | -7.8% | +204.5% | +139.1% |
| All | +341.2% | -11.7% | +353.0% | +258.6% |
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