-63.3%
QBTS vs AMDL
+168.6%
-231.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.3% | -12.7% | -3.1% |
| 7D | +2.6% | +18.5% | -15.9% | -6.1% |
| 30D | -22.5% | -24.2% | +1.7% | -19.5% |
| 3M | -47.4% | +11.5% | -58.8% | -52.5% |
| 6M | -55.7% | -1.0% | -54.7% | -61.2% |
| YTD | -59.3% | +260.3% | -319.5% | -79.6% |
| 1Y | -63.3% | +178.2% | -241.4% | -80.6% |
| All | -63.3% | +168.6% | -231.8% | -80.6% |
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