-15.4%
QBTS vs AFRM
-23.4%
+7.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.8% | -5.0% | -11.1% |
| 7D | -21.7% | -6.9% | -14.8% | -20.4% |
| 30D | -42.7% | -7.0% | -35.7% | -41.6% |
| 3M | -57.7% | -11.2% | -46.5% | -56.6% |
| 6M | -58.0% | +4.3% | -62.3% | -58.2% |
| YTD | -65.4% | -6.4% | -59.0% | -64.8% |
| 1Y | -70.8% | -2.6% | -68.2% | -70.5% |
| 3Y | +930.8% | +210.6% | +720.2% | +744.2% |
| 5Y | -7.8% | -57.6% | +49.7% | -28.6% |
| All | -15.4% | -23.4% | +7.9% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling