+5.2%
QBTS vs AMC
-92.2%
+97.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.9% | +16.1% | +17.9% |
| 7D | +0.3% | +2.6% | -2.3% | +0.2% |
| 30D | -29.8% | +9.0% | -38.9% | -30.0% |
| 3M | -45.0% | +22.2% | -67.1% | -45.4% |
| 6M | -55.2% | +91.5% | -146.6% | -56.5% |
| YTD | -59.2% | +101.3% | -160.4% | -60.5% |
| 1Y | -62.4% | +20.8% | -83.2% | -63.0% |
| 3Y | +1,264.0% | -71.3% | +1,335.3% | +1,263.4% |
| 5Y | +8.8% | -99.2% | +108.0% | +9.1% |
| All | +5.2% | -92.2% | +97.4% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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