+68.7%
QBTS vs AZO
+154.0%
-85.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.1% |
| 7D | +3.8% | -0.8% | +4.6% | +3.8% |
| 30D | -15.2% | -5.1% | -10.1% | -15.3% |
| 3M | -27.2% | -7.2% | -20.0% | -27.3% |
| 6M | -10.1% | -20.7% | +10.7% | -10.5% |
| YTD | -34.5% | -14.2% | -20.4% | -34.2% |
| 1Y | +6.0% | -32.2% | +38.2% | +5.5% |
| 3Y | +1,779.3% | +11.1% | +1,768.1% | +1,760.9% |
| 5Y | +75.4% | +87.6% | -12.2% | +69.5% |
| All | +68.7% | +154.0% | -85.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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