+1,255.4%
QBTS vs AFRM
+195.9%
+1,059.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.7% | -6.4% |
| 7D | +8.7% | -5.5% | +14.2% | +11.4% |
| 30D | -26.5% | -15.5% | -11.0% | -20.7% |
| 3M | -52.6% | -10.3% | -42.3% | -50.4% |
| 6M | -56.0% | +0.6% | -56.6% | -55.8% |
| YTD | -62.4% | -11.5% | -50.8% | -60.7% |
| 1Y | -62.7% | -16.6% | -46.1% | -60.1% |
| All | +1,255.4% | +195.9% | +1,059.5% | +656.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling