+877.5%
APP vs QBTS
+1,265.4%
-387.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | +48.9% | +2.6% | +46.3% | +47.2% |
| 30D | +49.4% | -22.5% | +71.9% | +55.4% |
| 3M | +27.0% | -47.4% | +74.4% | +40.8% |
| 6M | -15.4% | -55.7% | +40.3% | -5.2% |
| YTD | -39.9% | -59.3% | +19.3% | -32.9% |
| 1Y | -32.0% | -63.3% | +31.3% | -23.6% |
| All | +877.5% | +1,265.4% | -387.9% | +358.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling