-36.0%
QBTS vs AMRZ
-19.2%
-16.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -10.5% | -2.1% | -8.4% | -9.5% |
| 30D | -20.5% | +13.0% | -33.5% | -24.8% |
| 3M | -54.3% | -12.1% | -42.2% | -51.7% |
| 6M | -55.4% | -19.1% | -36.3% | -52.0% |
| YTD | -63.4% | -23.3% | -40.2% | -60.3% |
| 1Y | -59.1% | -16.6% | -42.5% | -57.7% |
| All | -36.0% | -19.2% | -16.8% | -34.0% |
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