+306.0%
ADI vs ASTS
+244.8%
+61.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.3% | +0.4% |
| 7D | -6.3% | -9.3% | +3.0% | -5.5% |
| 30D | -3.2% | -33.9% | +30.7% | +0.1% |
| 3M | +2.8% | -51.0% | +53.8% | +8.6% |
| 6M | -5.0% | -55.1% | +50.1% | -0.1% |
| YTD | +46.3% | -53.6% | +99.9% | +50.8% |
| 1Y | +71.6% | -51.0% | +122.6% | +74.8% |
| 3Y | +139.2% | +681.7% | -542.5% | +77.5% |
| 5Y | +136.4% | +182.4% | -46.0% | +79.1% |
| All | +306.0% | +244.8% | +61.2% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling