+432.4%
APH vs QBTS
+61.8%
+370.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | +5.0% | -2.4% | +7.4% | +5.1% |
| 30D | -3.9% | -22.5% | +18.6% | -2.9% |
| 3M | +13.0% | -40.0% | +53.0% | +15.0% |
| 6M | +25.2% | -12.3% | +37.5% | +24.8% |
| YTD | +22.9% | -36.6% | +59.5% | +23.7% |
| 1Y | +47.8% | +8.4% | +39.4% | +45.3% |
| 3Y | +283.0% | +1,380.4% | -1,097.3% | +238.3% |
| 5Y | +349.7% | +69.7% | +280.0% | +271.8% |
| All | +432.4% | +61.8% | +370.6% | +366.5% |
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