-24.1%
AAL vs QBTS
+67.0%
-91.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -1.3% | +3.8% | -5.1% | -1.5% |
| 30D | -13.7% | -15.2% | +1.5% | -13.0% |
| 3M | -8.2% | -27.2% | +19.0% | -7.0% |
| 6M | +13.1% | -10.1% | +23.2% | +12.4% |
| YTD | -15.6% | -34.5% | +18.9% | -15.1% |
| 1Y | +1.4% | +6.0% | -4.6% | -0.9% |
| 3Y | -7.4% | +1,779.3% | -1,786.7% | -21.5% |
| 5Y | -35.9% | +75.4% | -111.4% | -44.6% |
| All | -24.1% | +67.0% | -91.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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