+147.7%
ASTS vs SLV
+110.9%
+36.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -15.0% |
| 7D | -29.9% | -0.7% | -29.1% | -29.8% |
| 30D | -52.2% | -15.4% | -36.8% | -48.8% |
| 3M | -55.8% | -16.3% | -39.5% | -52.5% |
| 6M | -52.7% | -28.8% | -23.9% | -46.0% |
| YTD | -58.4% | -27.1% | -31.3% | -54.5% |
| 1Y | -57.1% | +7.5% | -64.6% | -59.6% |
| 3Y | +629.5% | +121.2% | +508.3% | +473.3% |
| 5Y | +147.7% | +110.0% | +37.8% | +77.3% |
| All | +147.7% | +110.9% | +36.8% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling