+503.8%
ASTS vs QBTS
+61.8%
+442.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +7.3% | -2.4% | +9.8% | +7.8% |
| 30D | -8.9% | -22.5% | +13.6% | -4.8% |
| 3M | -41.9% | -40.0% | -1.9% | -36.6% |
| 6M | -40.6% | -12.3% | -28.3% | -39.5% |
| YTD | -14.2% | -36.6% | +22.4% | -8.1% |
| 1Y | +48.9% | +8.4% | +40.4% | +51.3% |
| 3Y | +1,461.7% | +1,380.4% | +81.3% | +1,022.8% |
| 5Y | +404.1% | +69.7% | +334.4% | +256.1% |
| All | +503.8% | +61.8% | +442.0% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling