+74.1%
QBTS vs AMCR
-0.1%
+74.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +7.1% |
| 7D | +6.8% | -1.8% | +8.7% | +7.4% |
| 30D | -14.9% | -6.0% | -8.9% | -13.3% |
| 3M | -31.6% | +18.9% | -50.5% | -35.4% |
| 6M | -4.9% | +5.7% | -10.6% | -7.3% |
| YTD | -32.4% | +11.1% | -43.5% | -35.0% |
| 1Y | +14.6% | +12.7% | +1.9% | +9.2% |
| 3Y | +1,839.6% | +9.6% | +1,830.0% | +1,773.8% |
| 5Y | +81.2% | -10.3% | +91.6% | +78.3% |
| All | +74.1% | -0.1% | +74.2% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling