+4.9%
QBTS vs AME
+112.6%
-107.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | -22.5% | -4.1% | -18.4% | -19.5% |
| 3M | -47.4% | -6.3% | -41.0% | -44.5% |
| 6M | -55.7% | +3.5% | -59.2% | -56.3% |
| YTD | -59.3% | +17.3% | -76.6% | -63.1% |
| 1Y | -63.3% | +22.0% | -85.3% | -67.5% |
| 3Y | +1,379.2% | +62.0% | +1,317.2% | +1,044.7% |
| 5Y | +8.3% | +78.5% | -70.1% | -11.7% |
| All | +4.9% | +112.6% | -107.7% | -16.4% |
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