+506.6%
APP vs QBTS
+5.0%
+501.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.6% | +5.1% | -2.6% |
| 7D | +61.1% | +1.1% | +60.0% | +60.2% |
| 30D | +42.8% | -28.1% | +70.8% | +47.5% |
| 3M | +16.7% | -48.1% | +64.8% | +24.6% |
| 6M | -15.6% | -53.6% | +38.0% | -9.8% |
| YTD | -41.3% | -59.9% | +18.6% | -36.9% |
| 1Y | -39.3% | -64.3% | +25.0% | -34.4% |
| 3Y | +803.2% | +1,355.6% | -552.4% | +581.7% |
| 5Y | +313.2% | +6.6% | +306.5% | +190.2% |
| All | +506.6% | +5.0% | +501.6% | +333.2% |
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