+139.2%
ADI vs ASTS
+711.8%
-572.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.3% | +0.3% |
| 7D | -6.3% | -9.3% | +3.0% | -5.7% |
| 30D | -3.2% | -33.9% | +30.7% | -0.5% |
| 3M | +2.8% | -51.0% | +53.8% | +7.5% |
| 6M | -5.0% | -55.1% | +50.1% | -0.9% |
| YTD | +46.3% | -53.6% | +99.9% | +50.3% |
| 1Y | +71.6% | -51.0% | +122.6% | +74.8% |
| 3Y | +139.2% | +681.7% | -542.5% | +122.6% |
| All | +139.2% | +711.8% | -572.6% | +122.6% |
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