+63.3%
QBTS vs AKAM
+2.2%
+61.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -2.4% | -2.1% | -0.3% | -1.7% |
| 30D | -22.5% | -13.9% | -8.5% | -18.5% |
| 3M | -40.0% | -33.8% | -6.2% | -31.3% |
| 6M | -12.3% | +2.2% | -14.5% | -14.0% |
| YTD | -36.6% | +20.6% | -57.2% | -41.4% |
| 1Y | +8.4% | +36.3% | -27.9% | -4.0% |
| 3Y | +1,380.4% | -0.1% | +1,380.5% | +1,230.8% |
| 5Y | +69.7% | -7.5% | +77.2% | +48.8% |
| All | +63.3% | +2.2% | +61.2% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling