+68.7%
QBTS vs APA
+221.3%
-152.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | -15.2% | +9.3% | -24.5% | -15.8% |
| 3M | -27.2% | +23.3% | -50.6% | -28.7% |
| 6M | -10.1% | +39.5% | -49.6% | -14.3% |
| YTD | -34.5% | +87.6% | -122.1% | -40.2% |
| 1Y | +6.0% | +114.2% | -108.2% | -5.0% |
| 3Y | +1,779.3% | +13.6% | +1,765.7% | +1,615.3% |
| 5Y | +75.4% | +175.6% | -100.2% | +60.7% |
| All | +68.7% | +221.3% | -152.6% | +56.9% |
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