+8.4%
QBTS vs AMCR
+11.5%
-3.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -2.4% | -3.3% | +0.8% | -1.4% |
| 30D | -22.5% | -5.4% | -17.0% | -21.0% |
| 3M | -40.0% | +20.0% | -60.0% | -43.7% |
| 6M | -12.3% | 0.0% | -12.4% | -20.2% |
| YTD | -36.6% | +11.5% | -48.1% | -35.8% |
| 1Y | +8.4% | +11.4% | -3.0% | +5.9% |
| All | +8.4% | +11.5% | -3.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling