+3.3%
QBTS vs AVAV
+43.8%
-40.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -5.9% | -7.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.3% |
| 30D | -28.1% | -9.9% | -18.1% | -25.5% |
| 3M | -48.1% | -34.7% | -13.4% | -40.9% |
| 6M | -53.6% | -26.6% | -27.0% | -49.3% |
| YTD | -59.9% | -48.9% | -11.0% | -52.3% |
| 1Y | -64.3% | -63.0% | -1.3% | -54.3% |
| 3Y | +1,355.6% | +1.6% | +1,354.0% | +1,469.8% |
| 5Y | +6.6% | +34.5% | -27.9% | +13.7% |
| All | +3.3% | +43.8% | -40.5% | +10.9% |
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