-23.0%
AAL vs QBTS
+61.8%
-84.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.3% |
| 7D | -3.7% | -2.4% | -1.3% | -3.6% |
| 30D | -20.8% | -22.5% | +1.7% | -19.7% |
| 3M | -1.3% | -40.0% | +38.7% | +1.0% |
| 6M | +5.4% | -12.3% | +17.7% | +4.9% |
| YTD | -14.4% | -36.6% | +22.2% | -13.7% |
| 1Y | +2.1% | +8.4% | -6.3% | -0.3% |
| 3Y | -10.6% | +1,380.4% | -1,390.9% | -23.8% |
| 5Y | -32.2% | +69.7% | -101.9% | -41.3% |
| All | -23.0% | +61.8% | -84.7% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling