+63.3%
QBTS vs AVAV
+68.4%
-5.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | -22.5% | -13.9% | -8.6% | -19.0% |
| 3M | -40.0% | -29.2% | -10.8% | -34.2% |
| 6M | -12.3% | -36.1% | +23.8% | -1.9% |
| YTD | -36.6% | -40.2% | +3.6% | -28.2% |
| 1Y | +8.4% | -36.2% | +44.6% | +24.4% |
| 3Y | +1,380.4% | +47.5% | +1,332.8% | +1,394.8% |
| 5Y | +69.7% | +39.3% | +30.4% | +73.1% |
| All | +63.3% | +68.4% | -5.0% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling