+215.9%
ASTS vs QBTS
-6.7%
+222.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -5.0% |
| 7D | +0.8% | -10.5% | +11.3% | +3.1% |
| 30D | -22.6% | -20.5% | -2.1% | -19.0% |
| 3M | -54.4% | -54.3% | -0.2% | -47.3% |
| 6M | -56.4% | -55.4% | -1.0% | -49.6% |
| YTD | -55.1% | -63.4% | +8.3% | -46.7% |
| 1Y | -46.9% | -59.1% | +12.2% | -37.5% |
| 3Y | +715.0% | +1,216.8% | -501.8% | +545.1% |
| 5Y | +153.7% | -2.6% | +156.3% | +100.2% |
| All | +215.9% | -6.7% | +222.6% | +132.6% |
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