+70.9%
QBTS vs AVTR
-64.7%
+135.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -2.0% | +1.1% | -0.4% |
| 30D | -17.6% | +8.1% | -25.7% | -19.2% |
| 3M | -28.3% | +54.2% | -82.5% | -37.0% |
| 6M | -11.2% | +82.6% | -93.8% | -25.2% |
| YTD | -36.3% | +29.8% | -66.1% | -42.0% |
| 1Y | +3.9% | +18.0% | -14.1% | -6.2% |
| 3Y | +1,728.8% | -26.4% | +1,755.2% | +1,708.5% |
| 5Y | +70.9% | -64.8% | +135.7% | +70.2% |
| All | +70.9% | -64.7% | +135.6% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling