+1,055.8%
QBTS vs AVAV
-14.7%
+1,070.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -9.8% | -3.0% | -8.2% |
| 7D | -21.7% | -24.3% | +2.6% | -10.6% |
| 30D | -42.7% | -28.9% | -13.8% | -32.6% |
| 3M | -57.7% | -39.3% | -18.4% | -46.7% |
| 6M | -58.0% | -38.8% | -19.2% | -48.0% |
| YTD | -65.4% | -57.8% | -7.6% | -51.0% |
| 1Y | -70.8% | -70.9% | +0.1% | -52.0% |
| All | +1,055.8% | -14.7% | +1,070.5% | +819.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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