+1,500.0%
QBTS vs AKAM
+4.6%
+1,495.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -5.1% |
| 7D | +3.8% | +5.4% | -1.6% | +1.5% |
| 30D | -15.2% | -5.9% | -9.3% | -13.1% |
| 3M | -27.2% | -19.6% | -7.6% | -20.9% |
| 6M | -10.1% | +8.5% | -18.5% | -14.9% |
| YTD | -34.5% | +26.9% | -61.5% | -42.8% |
| 1Y | +6.0% | +41.7% | -35.7% | -12.2% |
| All | +1,500.0% | +4.6% | +1,495.4% | +729.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling