+275.3%
ADI vs ASTS
+230.9%
+44.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.3% | +0.1% |
| 7D | -12.8% | -21.1% | +8.3% | -11.1% |
| 30D | -11.3% | -46.7% | +35.4% | -6.7% |
| 3M | -3.4% | -52.0% | +48.7% | +2.4% |
| 6M | -12.0% | -54.3% | +42.2% | -7.6% |
| YTD | +35.3% | -55.5% | +90.7% | +40.0% |
| 1Y | +58.1% | -50.5% | +108.5% | +60.9% |
| 3Y | +127.4% | +706.2% | -578.9% | +68.1% |
| 5Y | +114.6% | +165.2% | -50.6% | +63.4% |
| All | +275.3% | +230.9% | +44.4% | +173.0% |
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