+257.5%
ASTS vs QBTS
+11.9%
+245.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +7.4% | +6.7% | +12.8% |
| 7D | +1.5% | +13.7% | -12.1% | -0.5% |
| 30D | -27.6% | -21.3% | -6.3% | -24.2% |
| 3M | -48.7% | -44.7% | -4.0% | -42.8% |
| 6M | -50.8% | -49.2% | -1.7% | -44.5% |
| YTD | -49.2% | -56.1% | +6.9% | -41.7% |
| 1Y | -46.7% | -61.1% | +14.4% | -37.5% |
| 3Y | +793.2% | +1,511.0% | -717.7% | +582.8% |
| 5Y | +195.6% | +16.6% | +179.0% | +126.0% |
| All | +257.5% | +11.9% | +245.6% | +154.4% |
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