+4.9%
QBTS vs AWK
+13.9%
-8.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.8% |
| 30D | -22.5% | +15.5% | -38.0% | -18.1% |
| 3M | -47.4% | +10.0% | -57.4% | -45.1% |
| 6M | -55.7% | +20.4% | -76.1% | -52.2% |
| YTD | -59.3% | +17.1% | -76.3% | -56.2% |
| 1Y | -63.3% | +18.3% | -81.5% | -60.3% |
| 3Y | +1,379.2% | +30.4% | +1,348.8% | +1,486.9% |
| 5Y | +8.3% | -2.7% | +11.0% | +15.4% |
| All | +4.9% | +13.9% | -8.9% | +13.2% |
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