+68.7%
QBTS vs ADSK
-26.3%
+94.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.9% |
| 7D | +3.8% | -14.5% | +18.3% | +11.4% |
| 30D | -15.2% | -19.3% | +4.1% | -6.8% |
| 3M | -27.2% | -7.8% | -19.4% | -26.2% |
| 6M | -10.1% | -20.8% | +10.7% | -2.3% |
| YTD | -34.5% | -30.2% | -4.3% | -24.4% |
| 1Y | +6.0% | -36.5% | +42.5% | +28.7% |
| 3Y | +1,779.3% | -5.7% | +1,785.0% | +1,869.8% |
| 5Y | +75.4% | -28.2% | +103.6% | +84.5% |
| All | +68.7% | -26.3% | +94.9% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 all: compounded portfolio wealth divided by compounded ADSK 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…
all analysis · Full analysis span regression · 6 months rolling