+220.6%
APLD vs QBTS
+8.0%
+212.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +18.0% | -8.3% | +6.0% |
| 7D | -12.7% | +0.3% | -13.0% | -12.5% |
| 30D | -34.7% | -29.8% | -4.9% | -29.4% |
| 3M | -46.1% | -45.0% | -1.2% | -38.9% |
| 6M | -64.9% | -55.2% | -9.7% | -58.8% |
| YTD | -36.6% | -59.2% | +22.6% | -24.6% |
| 1Y | -50.0% | -62.4% | +12.4% | -39.6% |
| 3Y | +190.1% | +1,264.0% | -1,073.9% | +103.1% |
| All | +220.6% | +8.0% | +212.6% | +58.7% |
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