+68.7%
QBTS vs AME
+109.2%
-40.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +3.8% | +1.3% | +2.5% | +2.8% |
| 30D | -15.2% | -6.6% | -8.6% | -11.0% |
| 3M | -27.2% | +3.0% | -30.2% | -28.3% |
| 6M | -10.1% | +5.3% | -15.4% | -12.6% |
| YTD | -34.5% | +15.4% | -50.0% | -40.3% |
| 1Y | +6.0% | +26.8% | -20.8% | -8.7% |
| 3Y | +1,779.3% | +56.5% | +1,722.7% | +1,367.6% |
| 5Y | +75.4% | +85.2% | -9.8% | +43.3% |
| All | +68.7% | +109.2% | -40.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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