+159.4%
APH vs QBTS
+61.8%
+97.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.6% | -44.2% | -47.6% |
| 7D | -48.7% | -7.4% | -41.3% | -48.5% |
| 30D | -51.9% | -22.5% | -29.5% | -51.4% |
| 3M | -43.6% | -40.0% | -3.5% | -42.5% |
| 6M | -37.5% | -12.3% | -25.2% | -37.6% |
| YTD | -38.6% | -36.6% | -2.0% | -38.2% |
| 1Y | -26.3% | +8.4% | -34.8% | -27.5% |
| 3Y | +89.2% | +1,380.4% | -1,291.2% | +67.3% |
| 5Y | +119.8% | +69.7% | +50.1% | +82.1% |
| All | +159.4% | +61.8% | +97.6% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling