+18.3%
QBTS vs AMRZ
-17.3%
+35.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.3% | +10.8% | +8.4% |
| 7D | +6.8% | -2.0% | +8.8% | +7.5% |
| 30D | -14.9% | -9.8% | -5.0% | -11.1% |
| 3M | -31.6% | -17.2% | -14.4% | -26.8% |
| 6M | -4.9% | -26.9% | +22.0% | +7.7% |
| YTD | -32.4% | -21.5% | -11.0% | -27.3% |
| 1Y | +14.6% | -22.9% | +37.5% | +20.5% |
| All | +18.3% | -17.3% | +35.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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