+431.2%
ASTS vs SLV
+163.9%
+267.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +7.3% | -0.3% | +7.7% | +7.6% |
| 30D | -8.9% | +6.7% | -15.6% | -11.0% |
| 3M | -41.9% | -10.7% | -31.2% | -39.3% |
| 6M | -40.6% | -20.6% | -20.0% | -36.1% |
| YTD | -14.2% | -7.1% | -7.1% | -14.5% |
| 1Y | +48.9% | +62.0% | -13.1% | +21.6% |
| 3Y | +1,461.7% | +169.8% | +1,291.8% | +1,044.1% |
| All | +431.2% | +163.9% | +267.3% | +248.3% |
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