+1,505.9%
ASTS vs SLV
+174.2%
+1,331.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +7.3% | -0.3% | +7.7% | +7.6% |
| 30D | -8.9% | +6.7% | -15.6% | -11.6% |
| 3M | -41.9% | -10.7% | -31.2% | -38.6% |
| 6M | -40.6% | -20.6% | -20.0% | -34.8% |
| YTD | -14.2% | -7.1% | -7.1% | -18.3% |
| 1Y | +48.9% | +62.0% | -13.1% | -2.1% |
| All | +1,505.9% | +174.2% | +1,331.8% | +741.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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