+192.6%
ASTS vs QBTS
-11.7%
+204.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.8% | -2.4% | -12.9% |
| 7D | -29.9% | -21.7% | -8.2% | -26.5% |
| 30D | -52.2% | -42.7% | -9.5% | -47.0% |
| 3M | -55.8% | -57.7% | +1.9% | -48.4% |
| 6M | -52.7% | -58.0% | +5.3% | -44.7% |
| YTD | -58.4% | -65.4% | +7.0% | -50.2% |
| 1Y | -57.1% | -70.8% | +13.7% | -47.2% |
| 3Y | +629.5% | +930.8% | -301.3% | +485.4% |
| 5Y | +147.7% | -7.8% | +155.6% | +97.1% |
| All | +192.6% | -11.7% | +204.3% | +117.3% |
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