+403.9%
APH vs QBTS
-6.7%
+410.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.6% |
| 7D | +4.9% | -10.5% | +15.4% | +5.4% |
| 30D | -5.4% | -20.5% | +15.1% | -4.5% |
| 3M | -5.5% | -54.3% | +48.8% | -2.3% |
| 6M | +25.9% | -55.4% | +81.3% | +29.6% |
| YTD | +16.4% | -63.4% | +79.8% | +19.9% |
| 1Y | +16.5% | -59.1% | +75.6% | +19.3% |
| 3Y | +270.9% | +1,216.8% | -946.0% | +234.4% |
| 5Y | +289.5% | -2.6% | +292.1% | +230.3% |
| All | +403.9% | -6.7% | +410.6% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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