+70.2%
QBTS vs AFRM
-23.1%
+93.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | -2.4% | -7.0% | +4.5% | -0.8% |
| 30D | -22.5% | -7.8% | -14.7% | -21.1% |
| 3M | -40.0% | +5.3% | -45.3% | -40.5% |
| 6M | -12.3% | +42.6% | -55.0% | -18.5% |
| YTD | -36.6% | -2.8% | -33.8% | -36.1% |
| 1Y | +8.4% | -19.3% | +27.7% | +13.5% |
| 3Y | +1,380.4% | +231.0% | +1,149.4% | +1,046.0% |
| All | +70.2% | -23.1% | +93.3% | +23.5% |
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