+63.3%
QBTS vs AME
+110.5%
-47.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.9% |
| 30D | -22.5% | -6.7% | -15.8% | -18.5% |
| 3M | -40.0% | +4.1% | -44.1% | -41.4% |
| 6M | -12.3% | +1.6% | -13.9% | -12.8% |
| YTD | -36.6% | +16.1% | -52.7% | -42.5% |
| 1Y | +8.4% | +27.3% | -18.9% | -6.9% |
| 3Y | +1,380.4% | +50.9% | +1,329.5% | +1,062.6% |
| 5Y | +69.7% | +81.4% | -11.7% | +38.3% |
| All | +63.3% | +110.5% | -47.2% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling