-37.5%
APH vs QBTS
-10.2%
-27.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.6% | -44.2% | -47.2% |
| 7D | -48.7% | -7.4% | -41.3% | -47.9% |
| 30D | -51.9% | -22.5% | -29.5% | -50.1% |
| 3M | -43.6% | -40.0% | -3.5% | -40.1% |
| 6M | -37.5% | -12.3% | -25.2% | -35.2% |
| All | -37.5% | -10.2% | -27.3% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling