+3.3%
QBTS vs AMC
-91.4%
+94.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.8% | -10.4% | -8.7% |
| 7D | +1.1% | +5.5% | -4.4% | +0.9% |
| 30D | -28.1% | +16.1% | -44.2% | -28.4% |
| 3M | -48.1% | +43.0% | -91.1% | -48.8% |
| 6M | -53.6% | +130.7% | -184.2% | -55.2% |
| YTD | -59.9% | +121.8% | -181.7% | -61.3% |
| 1Y | -64.3% | +40.7% | -105.0% | -65.1% |
| 3Y | +1,355.6% | -56.8% | +1,412.4% | +1,344.1% |
| 5Y | +6.6% | -99.1% | +105.7% | +6.6% |
| All | +3.3% | -91.4% | +94.7% | +8.0% |
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