+13.0%
QBTS vs APD
+34.4%
-21.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +7.1% |
| 7D | +13.7% | -1.6% | +15.2% | +14.0% |
| 30D | -21.3% | +10.6% | -31.9% | -22.3% |
| 3M | -44.7% | +2.5% | -47.3% | -45.0% |
| 6M | -49.2% | +6.0% | -55.1% | -49.7% |
| YTD | -56.1% | +28.4% | -84.6% | -58.4% |
| 1Y | -61.1% | +22.2% | -83.3% | -62.8% |
| 3Y | +1,511.0% | +26.6% | +1,484.4% | +1,431.4% |
| 5Y | +16.6% | +11.8% | +4.8% | +15.5% |
| All | +13.0% | +34.4% | -21.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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