-3.1%
QBTS vs AVTR
-41.7%
+38.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.4% |
| 7D | +8.7% | +3.2% | +5.6% | +8.1% |
| 30D | -26.5% | +0.5% | -26.9% | -26.3% |
| 3M | -52.6% | +12.1% | -64.7% | -53.7% |
| 6M | -56.0% | +91.2% | -147.2% | -62.9% |
| YTD | -62.4% | +36.3% | -98.7% | -65.9% |
| 1Y | -62.7% | +35.2% | -98.0% | -66.2% |
| 3Y | +1,266.7% | -15.8% | +1,282.5% | +1,244.8% |
| 5Y | +0.2% | -58.9% | +59.1% | -0.9% |
| All | -3.1% | -41.7% | +38.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling