+68.7%
QBTS vs AA
+127.2%
-58.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.5% |
| 7D | +3.8% | -0.6% | +4.4% | +4.1% |
| 30D | -15.2% | -1.6% | -13.7% | -14.7% |
| 3M | -27.2% | -29.8% | +2.6% | -19.1% |
| 6M | -10.1% | -16.6% | +6.5% | -5.7% |
| YTD | -34.5% | -4.0% | -30.5% | -33.9% |
| 1Y | +6.0% | +63.5% | -57.5% | -7.5% |
| 3Y | +1,779.3% | +86.8% | +1,692.5% | +1,458.1% |
| 5Y | +75.4% | +12.4% | +63.0% | +52.9% |
| All | +68.7% | +127.2% | -58.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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