+229.3%
APLD vs QBTS
-3.3%
+232.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -2.9% | -5.2% |
| 7D | +2.7% | -10.5% | +13.2% | +5.1% |
| 30D | -21.4% | -20.5% | -0.9% | -17.1% |
| 3M | -47.8% | -54.3% | +6.4% | -38.5% |
| 6M | -64.9% | -55.4% | -9.5% | -58.6% |
| YTD | -34.9% | -63.4% | +28.6% | -20.7% |
| 1Y | -30.7% | -59.1% | +28.4% | -17.1% |
| 3Y | +305.3% | +1,216.8% | -911.5% | +189.4% |
| All | +229.3% | -3.3% | +232.6% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling