+8.4%
QBTS vs AMDL
+384.9%
-376.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.6% | -4.1% |
| 7D | -2.4% | +4.5% | -7.0% | -3.8% |
| 30D | -22.5% | -4.4% | -18.1% | -22.0% |
| 3M | -40.0% | -30.5% | -9.5% | -36.8% |
| 6M | -12.3% | +300.9% | -313.2% | -45.6% |
| YTD | -36.6% | +219.9% | -256.5% | -59.7% |
| 1Y | +8.4% | +374.7% | -366.3% | -29.5% |
| All | +8.4% | +384.9% | -376.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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