+277.6%
ASTS vs SSNC
+46.9%
+230.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.2% | +13.9% | +14.0% |
| 7D | +1.5% | -4.5% | +6.0% | +3.8% |
| 30D | -27.6% | -3.9% | -23.7% | -26.7% |
| 3M | -48.7% | -1.3% | -47.4% | -49.0% |
| 6M | -50.8% | +14.1% | -65.0% | -55.7% |
| YTD | -49.2% | -9.9% | -39.3% | -48.1% |
| 1Y | -46.7% | -6.2% | -40.5% | -46.7% |
| 3Y | +793.2% | +56.1% | +737.1% | +596.2% |
| 5Y | +195.6% | +5.4% | +190.2% | +160.2% |
| All | +277.6% | +46.9% | +230.7% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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