+528.8%
APP vs QBTS
+14.9%
+513.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.4% | -2.6% | +4.0% |
| 7D | +79.2% | +13.7% | +65.5% | +75.9% |
| 30D | +48.0% | -21.3% | +69.3% | +51.4% |
| 3M | +18.2% | -44.7% | +63.0% | +25.4% |
| 6M | -12.5% | -49.2% | +36.7% | -7.4% |
| YTD | -39.2% | -56.1% | +17.0% | -35.2% |
| 1Y | -33.9% | -61.1% | +27.3% | -29.3% |
| 3Y | +933.3% | +1,511.0% | -577.7% | +672.1% |
| 5Y | +295.9% | +16.6% | +279.3% | +175.9% |
| All | +528.8% | +14.9% | +513.9% | +344.7% |
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 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