+230.9%
ASTS vs SLV
+178.0%
+52.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | -21.1% | +5.1% | -26.2% | -22.4% |
| 30D | -46.7% | -12.9% | -33.8% | -44.4% |
| 3M | -52.0% | -16.1% | -35.9% | -49.3% |
| 6M | -54.3% | -33.2% | -21.1% | -48.6% |
| YTD | -55.5% | -27.2% | -28.2% | -51.6% |
| 1Y | -50.5% | +7.6% | -58.1% | -50.7% |
| 3Y | +706.2% | +122.3% | +583.9% | +622.3% |
| 5Y | +165.2% | +109.7% | +55.5% | +135.0% |
| All | +230.9% | +178.0% | +52.9% | +181.9% |
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