+8.5%
QBTS vs AVAV
+35.3%
-26.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +2.6% | +9.9% | -7.3% | -0.2% |
| 30D | -22.5% | -5.4% | -17.1% | -20.8% |
| 3M | -47.4% | -36.5% | -10.8% | -38.6% |
| 6M | -55.7% | -25.3% | -30.4% | -51.4% |
| YTD | -59.3% | -48.6% | -10.7% | -50.6% |
| 1Y | -63.3% | -62.1% | -1.2% | -51.8% |
| 3Y | +1,379.2% | +2.3% | +1,376.9% | +1,493.2% |
| All | +8.5% | +35.3% | -26.9% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling