+64.1%
QBTS vs AWK
+6.4%
+57.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.8% |
| 7D | -1.0% | -0.7% | -0.2% | -1.2% |
| 30D | -17.6% | +2.8% | -20.4% | -16.7% |
| 3M | -28.3% | +11.3% | -39.7% | -25.4% |
| 6M | -11.2% | +6.7% | -17.9% | -8.0% |
| YTD | -36.3% | +9.4% | -45.7% | -33.5% |
| 1Y | +3.9% | +3.7% | +0.1% | +7.7% |
| 3Y | +1,728.8% | +9.2% | +1,719.5% | +1,755.8% |
| 5Y | +70.9% | -15.7% | +86.6% | +77.3% |
| All | +64.1% | +6.4% | +57.7% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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