+353.2%
QBTS vs AMDL
+119.6%
+233.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.3% | -12.7% | -2.7% |
| 7D | +2.6% | +18.5% | -15.9% | -5.1% |
| 30D | -22.5% | -24.2% | +1.7% | -19.4% |
| 3M | -47.4% | +11.5% | -58.8% | -51.9% |
| 6M | -55.7% | -1.0% | -54.7% | -60.3% |
| YTD | -59.3% | +260.3% | -319.5% | -77.1% |
| 1Y | -63.3% | +178.2% | -241.4% | -78.0% |
| All | +353.2% | +119.6% | +233.6% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling