+174.0%
ASTS vs QBTS
+9.0%
+165.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +18.0% | -11.0% | +3.9% |
| 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% | -46.5% |
| 6M | -54.3% | -55.2% | +0.9% | -47.4% |
| YTD | -55.5% | -59.2% | +3.7% | -48.4% |
| 1Y | -50.5% | -62.4% | +11.9% | -41.7% |
| 3Y | +706.2% | +1,264.0% | -557.8% | +534.2% |
| All | +174.0% | +9.0% | +165.0% | +84.9% |
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