-2.9%
QBTS vs AFRM
-56.8%
+53.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | -10.5% | -4.4% | -6.1% | -9.3% |
| 30D | -20.5% | -7.7% | -12.9% | -18.6% |
| 3M | -54.3% | -16.9% | -37.4% | -52.0% |
| 6M | -55.4% | +2.5% | -57.9% | -55.4% |
| YTD | -63.4% | -12.5% | -50.9% | -62.1% |
| 1Y | -59.1% | -11.0% | -48.1% | -57.7% |
| 3Y | +1,216.8% | +184.6% | +1,032.2% | +939.4% |
| All | -2.9% | -56.8% | +53.8% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling