+70.9%
QBTS vs AMCR
-9.6%
+80.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.0% | -5.0% | +4.0% | +0.7% |
| 30D | -17.6% | -8.0% | -9.7% | -15.4% |
| 3M | -28.3% | +14.3% | -42.6% | -31.8% |
| 6M | -11.2% | +5.3% | -16.5% | -13.3% |
| YTD | -36.3% | +7.7% | -44.0% | -38.4% |
| 1Y | +3.9% | +10.8% | -7.0% | -1.0% |
| 3Y | +1,728.8% | +9.6% | +1,719.2% | +1,657.2% |
| 5Y | +70.9% | -10.2% | +81.1% | +68.4% |
| All | +70.9% | -9.6% | +80.5% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling