-22.8%
AAL vs QBTS
-6.7%
-16.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.9% |
| 7D | -0.1% | -10.5% | +10.4% | +0.6% |
| 30D | +11.7% | -20.5% | +32.2% | +13.1% |
| 3M | -12.5% | -54.3% | +41.7% | -8.8% |
| 6M | +3.6% | -55.4% | +59.0% | +7.3% |
| YTD | -14.1% | -63.4% | +49.4% | -10.8% |
| 1Y | +0.8% | -59.1% | +59.9% | +3.7% |
| 3Y | +11.8% | +1,216.8% | -1,205.0% | -2.3% |
| 5Y | -35.1% | -2.6% | -32.4% | -42.0% |
| All | -22.8% | -6.7% | -16.0% | -28.7% |
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