+75.4%
QBTS vs AWK
-16.7%
+92.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +3.8% | +0.6% | +3.2% | +4.1% |
| 30D | -15.2% | +4.3% | -19.5% | -13.6% |
| 3M | -27.2% | +12.5% | -39.7% | -23.5% |
| 6M | -10.1% | +3.3% | -13.4% | -7.2% |
| YTD | -34.5% | +9.8% | -44.3% | -31.1% |
| 1Y | +6.0% | +2.9% | +3.1% | +10.4% |
| 3Y | +1,779.3% | +9.6% | +1,769.6% | +1,805.3% |
| 5Y | +75.4% | -16.7% | +92.1% | +81.5% |
| All | +75.4% | -16.7% | +92.2% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling