+75.4%
QBTS vs AEHR
+976.1%
-900.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.3% | -8.4% | -4.3% |
| 7D | +3.8% | +19.1% | -15.3% | -0.7% |
| 30D | -15.2% | -10.0% | -5.2% | -14.1% |
| 3M | -27.2% | +1.3% | -28.5% | -30.0% |
| 6M | -10.1% | +133.8% | -143.8% | -29.5% |
| YTD | -34.5% | +373.3% | -407.8% | -56.7% |
| 1Y | +6.0% | +256.2% | -250.2% | -26.2% |
| 3Y | +1,779.3% | +93.2% | +1,686.0% | +1,075.9% |
| 5Y | +75.4% | +793.1% | -717.7% | +1.9% |
| All | +75.4% | +976.1% | -900.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling