+244.7%
APLD vs QBTS
+16.0%
+228.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.4% | +0.1% | +6.0% |
| 7D | +3.1% | +13.7% | -10.6% | +0.6% |
| 30D | -29.4% | -21.3% | -8.1% | -25.4% |
| 3M | -42.8% | -44.7% | +2.0% | -35.2% |
| 6M | -59.5% | -49.2% | -10.3% | -53.6% |
| YTD | -31.8% | -56.1% | +24.3% | -20.1% |
| 1Y | -46.0% | -61.1% | +15.1% | -35.4% |
| 3Y | +252.0% | +1,511.0% | -1,259.0% | +141.7% |
| All | +244.7% | +16.0% | +228.7% | +68.2% |
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 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