+74.1%
QBTS vs APD
+28.6%
+45.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +6.7% |
| 7D | +6.8% | -2.5% | +9.3% | +7.2% |
| 30D | -14.9% | -1.9% | -13.0% | -14.7% |
| 3M | -31.6% | +8.2% | -39.8% | -32.7% |
| 6M | -4.9% | +10.7% | -15.7% | -7.1% |
| YTD | -32.4% | +22.9% | -55.3% | -35.5% |
| 1Y | +14.6% | +5.8% | +8.8% | +13.0% |
| 3Y | +1,839.6% | +7.8% | +1,831.9% | +1,752.0% |
| 5Y | +81.2% | +26.1% | +55.1% | +80.5% |
| All | +74.1% | +28.6% | +45.5% | +75.1% |
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