+65.5%
QBTS vs AEHR
+4,387.7%
-4,322.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +1.3% | +9.8% | -8.4% | -0.4% |
| 30D | -19.0% | -26.7% | +7.7% | -14.9% |
| 3M | -29.5% | -8.1% | -21.4% | -30.2% |
| 6M | -11.2% | +123.1% | -134.2% | -24.9% |
| YTD | -35.8% | +369.0% | -404.7% | -52.3% |
| 1Y | +1.7% | +256.4% | -254.7% | -21.6% |
| 3Y | +1,470.1% | +96.4% | +1,373.7% | +1,020.6% |
| 5Y | +72.3% | +836.6% | -764.3% | +17.7% |
| All | +65.5% | +4,387.7% | -4,322.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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