+64.1%
QBTS vs AKAM
+4.0%
+60.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.6% |
| 7D | -1.0% | +0.6% | -1.5% | -1.2% |
| 30D | -17.6% | -8.2% | -9.5% | -15.2% |
| 3M | -28.3% | -17.6% | -10.8% | -23.8% |
| 6M | -11.2% | +2.5% | -13.7% | -13.1% |
| YTD | -36.3% | +22.8% | -59.1% | -41.5% |
| 1Y | +3.9% | +39.6% | -35.7% | -8.8% |
| 3Y | +1,728.8% | +2.3% | +1,726.4% | +1,530.9% |
| 5Y | +70.9% | -4.3% | +75.2% | +48.7% |
| All | +64.1% | +4.0% | +60.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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