-64.3%
QBTS vs AMDL
+133.6%
-197.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.7% | -11.3% | -9.5% |
| 7D | +1.1% | +5.4% | -4.3% | -3.5% |
| 30D | -28.1% | -36.6% | +8.6% | -20.5% |
| 3M | -48.1% | -1.0% | -47.1% | -51.2% |
| 6M | -53.6% | -12.1% | -41.5% | -57.5% |
| YTD | -59.9% | +215.1% | -275.0% | -78.9% |
| 1Y | -64.3% | +130.4% | -194.7% | -79.9% |
| All | -64.3% | +133.6% | -197.9% | -79.9% |
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