-2.1%
QBTS vs AFRM
-27.4%
+25.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.1% | -5.6% | -8.0% |
| 7D | +1.1% | -8.4% | +9.4% | +3.1% |
| 30D | -28.1% | -18.3% | -9.8% | -24.7% |
| 3M | -48.1% | -12.7% | -35.4% | -46.6% |
| 6M | -53.6% | +3.0% | -56.6% | -53.6% |
| YTD | -59.9% | -11.4% | -48.5% | -58.8% |
| 1Y | -64.3% | -13.3% | -51.0% | -63.1% |
| 3Y | +1,355.6% | +194.0% | +1,161.5% | +1,112.2% |
| 5Y | +6.6% | -50.6% | +57.2% | -16.5% |
| All | -2.1% | -27.4% | +25.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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