+55.0%
QBTS vs AFRM
-20.4%
+75.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.9% |
| 7D | -2.4% | -7.0% | +4.5% | -1.0% |
| 30D | -22.5% | -7.8% | -14.7% | -21.2% |
| 3M | -40.0% | +5.3% | -45.3% | -40.4% |
| 6M | -12.3% | +42.6% | -55.0% | -17.7% |
| YTD | -36.6% | -2.8% | -33.8% | -36.2% |
| 1Y | +8.4% | -19.3% | +27.7% | +12.9% |
| 3Y | +1,380.4% | +231.0% | +1,149.4% | +1,093.3% |
| 5Y | +69.7% | -22.2% | +91.9% | +29.8% |
| All | +55.0% | -20.4% | +75.4% | +19.6% |
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