+318.7%
QBTS vs AMDL
+145.7%
+173.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +11.9% | -19.5% | -11.2% |
| 7D | +8.7% | +103.5% | -94.8% | -13.7% |
| 30D | -26.5% | -18.3% | -8.1% | -25.6% |
| 3M | -52.6% | +20.1% | -72.6% | -57.9% |
| 6M | -56.0% | +15.9% | -71.9% | -62.6% |
| YTD | -62.4% | +303.0% | -365.4% | -79.6% |
| 1Y | -62.7% | +164.0% | -226.7% | -77.4% |
| All | +318.7% | +145.7% | +173.1% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling