+213.3%
ASTS vs QBTS
+4.2%
+209.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +18.0% | -11.0% | +3.8% |
| 7D | -21.1% | +0.3% | -21.4% | -21.0% |
| 30D | -46.7% | -29.8% | -16.9% | -43.1% |
| 3M | -52.0% | -45.0% | -7.0% | -46.4% |
| 6M | -54.3% | -55.2% | +0.9% | -47.3% |
| YTD | -55.5% | -59.2% | +3.7% | -48.3% |
| 1Y | -50.5% | -62.4% | +11.9% | -41.6% |
| 3Y | +706.2% | +1,264.0% | -557.8% | +525.1% |
| 5Y | +165.2% | +8.8% | +156.5% | +104.6% |
| All | +213.3% | +4.2% | +209.1% | +125.6% |
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