+272.7%
ADI vs ASTS
+209.1%
+63.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -15.2% | +4.1% | -9.8% |
| 7D | -16.7% | -29.9% | +13.2% | -14.1% |
| 30D | -14.2% | -52.2% | +38.0% | -8.8% |
| 3M | -4.1% | -55.8% | +51.7% | +2.3% |
| 6M | -10.3% | -52.7% | +42.4% | -6.0% |
| YTD | +34.3% | -58.4% | +92.7% | +39.8% |
| 1Y | +54.9% | -57.1% | +112.0% | +59.6% |
| 3Y | +125.3% | +629.5% | -504.2% | +68.2% |
| 5Y | +113.1% | +147.7% | -34.7% | +63.3% |
| All | +272.7% | +209.1% | +63.6% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling