+277.6%
ASTS vs SLV
+185.5%
+92.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.7% | +11.4% | +13.3% |
| 7D | +1.5% | +5.6% | -4.1% | -0.2% |
| 30D | -27.6% | -12.1% | -15.5% | -24.6% |
| 3M | -48.7% | -16.3% | -32.4% | -45.8% |
| 6M | -50.8% | -34.1% | -16.8% | -44.7% |
| YTD | -49.2% | -25.3% | -23.9% | -45.1% |
| 1Y | -46.7% | +9.6% | -56.3% | -47.3% |
| 3Y | +793.2% | +132.7% | +660.5% | +694.0% |
| 5Y | +195.6% | +113.7% | +81.9% | +160.0% |
| All | +277.6% | +185.5% | +92.1% | +219.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling