+653.1%
ASTS vs QBTS
+901.1%
-248.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.8% | -2.4% | -11.6% |
| 7D | -29.9% | -21.7% | -8.2% | -24.6% |
| 30D | -52.2% | -42.7% | -9.5% | -43.7% |
| 3M | -55.8% | -57.7% | +1.9% | -43.5% |
| 6M | -52.7% | -58.0% | +5.3% | -39.7% |
| YTD | -58.4% | -65.4% | +7.0% | -45.1% |
| 1Y | -57.1% | -70.8% | +13.7% | -41.0% |
| All | +653.1% | +901.1% | -248.0% | +269.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling