+70.2%
QBTS vs APD
+27.6%
+42.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | -22.5% | +2.1% | -24.6% | -22.8% |
| 3M | -40.0% | +7.2% | -47.2% | -40.9% |
| 6M | -12.3% | +11.2% | -23.6% | -14.5% |
| YTD | -36.6% | +24.4% | -61.0% | -39.8% |
| 1Y | +8.4% | +6.7% | +1.8% | +6.7% |
| 3Y | +1,380.4% | +9.2% | +1,371.1% | +1,303.1% |
| All | +70.2% | +27.6% | +42.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling