-2.9%
QBTS vs AMCR
-9.1%
+6.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -10.5% | -2.4% | -8.1% | -9.8% |
| 30D | -20.5% | +3.6% | -24.1% | -21.6% |
| 3M | -54.3% | -4.2% | -50.1% | -53.7% |
| 6M | -55.4% | +15.5% | -70.9% | -57.8% |
| YTD | -63.4% | +9.7% | -73.2% | -65.0% |
| 1Y | -59.1% | +8.3% | -67.4% | -60.7% |
| 3Y | +1,216.8% | +15.4% | +1,201.4% | +1,150.9% |
| All | -2.9% | -9.1% | +6.2% | -5.6% |
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