+306.8%
QBTS vs AMDL
+102.5%
+204.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -17.6% | +14.7% | +2.4% |
| 7D | -10.5% | +37.2% | -47.7% | -20.5% |
| 30D | -20.5% | -24.0% | +3.5% | -18.3% |
| 3M | -54.3% | -1.0% | -53.2% | -57.2% |
| 6M | -55.4% | -3.2% | -52.2% | -60.2% |
| YTD | -63.4% | +232.2% | -295.7% | -79.1% |
| 1Y | -59.1% | +137.7% | -196.9% | -74.5% |
| All | +306.8% | +102.5% | +204.3% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling