-5.8%
QBTS vs APA
+248.8%
-254.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.5% | -3.0% |
| 7D | -10.5% | +8.5% | -19.0% | -11.0% |
| 30D | -20.5% | +2.8% | -23.3% | -20.7% |
| 3M | -54.3% | +21.7% | -76.0% | -55.0% |
| 6M | -55.4% | +32.6% | -88.0% | -56.6% |
| YTD | -63.4% | +103.7% | -167.1% | -66.8% |
| 1Y | -59.1% | +101.8% | -160.9% | -62.9% |
| 3Y | +1,216.8% | +48.1% | +1,168.8% | +1,077.6% |
| 5Y | -2.6% | +91.9% | -94.5% | -11.9% |
| All | -5.8% | +248.8% | -254.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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