+209.1%
ASTS vs SLV
+178.4%
+30.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -15.1% |
| 7D | -29.9% | -0.7% | -29.1% | -29.8% |
| 30D | -52.2% | -15.4% | -36.8% | -49.6% |
| 3M | -55.8% | -16.3% | -39.5% | -53.3% |
| 6M | -52.7% | -28.8% | -23.9% | -47.7% |
| YTD | -58.4% | -27.1% | -31.3% | -54.8% |
| 1Y | -57.1% | +7.5% | -64.6% | -57.3% |
| 3Y | +629.5% | +121.2% | +508.3% | +553.3% |
| 5Y | +147.7% | +110.0% | +37.8% | +119.4% |
| All | +209.1% | +178.4% | +30.8% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling