+653.5%
APP vs QBTS
+1,380.4%
-726.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.5% |
| 7D | +0.9% | -2.4% | +3.3% | +1.3% |
| 30D | -23.3% | -22.5% | -0.8% | -19.8% |
| 3M | -42.6% | -40.0% | -2.6% | -38.0% |
| 6M | -33.6% | -12.3% | -21.3% | -34.1% |
| YTD | -52.4% | -36.6% | -15.8% | -50.5% |
| 1Y | -35.9% | +8.4% | -44.3% | -40.6% |
| All | +653.5% | +1,380.4% | -726.8% | +260.9% |
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