+182.4%
ASTS vs QBTS
+6.8%
+175.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -8.6% | 0.0% | -7.1% |
| 7D | -9.3% | +1.1% | -10.4% | -9.2% |
| 30D | -33.9% | -28.1% | -5.8% | -29.6% |
| 3M | -51.0% | -48.1% | -2.9% | -44.7% |
| 6M | -55.1% | -53.6% | -1.5% | -48.6% |
| YTD | -53.6% | -59.9% | +6.3% | -45.9% |
| 1Y | -51.0% | -64.3% | +13.4% | -41.7% |
| 3Y | +681.7% | +1,355.6% | -673.9% | +517.0% |
| 5Y | +182.4% | +6.6% | +175.8% | +91.2% |
| All | +182.4% | +6.8% | +175.6% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling