-0.2%
QBTS vs AFRM
-25.1%
+24.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.2% | +20.2% | +18.5% |
| 7D | +0.3% | -7.3% | +7.6% | +2.0% |
| 30D | -29.8% | -9.6% | -20.3% | -28.2% |
| 3M | -45.0% | -11.1% | -33.9% | -43.6% |
| 6M | -55.2% | +3.9% | -59.0% | -55.3% |
| YTD | -59.2% | -8.5% | -50.7% | -58.3% |
| 1Y | -62.4% | +3.3% | -65.6% | -62.4% |
| 3Y | +1,264.0% | +213.7% | +1,050.3% | +1,016.5% |
| 5Y | +8.8% | -58.5% | +67.3% | -15.4% |
| All | -0.2% | -25.1% | +24.9% | -21.9% |
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