+127.4%
ADI vs ASTS
+688.5%
-561.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.3% | +0.2% |
| 7D | -12.8% | -21.1% | +8.3% | -11.4% |
| 30D | -11.3% | -46.7% | +35.4% | -7.5% |
| 3M | -3.4% | -52.0% | +48.7% | +1.3% |
| 6M | -12.0% | -54.3% | +42.2% | -8.3% |
| YTD | +35.3% | -55.5% | +90.7% | +39.4% |
| 1Y | +58.1% | -50.5% | +108.5% | +61.0% |
| 3Y | +127.4% | +706.2% | -578.9% | +109.9% |
| All | +127.4% | +688.5% | -561.2% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling