-10.8%
QBTS vs AVAV
+18.8%
-29.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -9.8% | -3.0% | -9.8% |
| 7D | -21.7% | -24.3% | +2.6% | -14.7% |
| 30D | -42.7% | -28.9% | -13.8% | -36.3% |
| 3M | -57.7% | -39.3% | -18.4% | -50.8% |
| 6M | -58.0% | -38.8% | -19.2% | -51.5% |
| YTD | -65.4% | -57.8% | -7.6% | -56.4% |
| 1Y | -70.8% | -70.9% | +0.1% | -60.1% |
| 3Y | +930.8% | -14.8% | +945.6% | +1,075.7% |
| 5Y | -7.8% | +7.3% | -15.1% | +4.2% |
| All | -10.8% | +18.8% | -29.7% | +1.4% |
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