-5.8%
QBTS vs APTV
-68.4%
+62.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -10.5% | -1.7% | -8.7% | -9.9% |
| 30D | -20.5% | -11.6% | -8.9% | -17.3% |
| 3M | -54.3% | -21.2% | -33.1% | -50.6% |
| 6M | -55.4% | -28.5% | -26.9% | -50.8% |
| YTD | -63.4% | -49.1% | -14.4% | -55.2% |
| 1Y | -59.1% | -52.2% | -6.9% | -48.9% |
| 3Y | +1,216.8% | -48.6% | +1,265.4% | +1,471.2% |
| 5Y | -2.6% | -77.3% | +74.6% | +22.2% |
| All | -5.8% | -68.4% | +62.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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