+443.7%
APLD vs QBTS
+67.7%
+376.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +4.1% | -2.4% | +6.5% | +4.6% |
| 30D | -11.7% | -22.5% | +10.8% | -7.2% |
| 3M | -40.3% | -40.0% | -0.3% | -34.3% |
| 6M | -8.0% | -12.3% | +4.4% | -6.1% |
| YTD | +7.5% | -36.6% | +44.1% | +16.3% |
| 1Y | +84.0% | +8.4% | +75.6% | +81.5% |
| 3Y | +356.2% | +1,380.4% | -1,024.1% | +195.5% |
| All | +443.7% | +67.7% | +376.0% | +144.6% |
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