+274.8%
ASTS vs SSNC
+49.8%
+225.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.3% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | -28.8% | -1.9% | -26.9% | -28.6% |
| 3M | -48.9% | -0.2% | -48.7% | -49.5% |
| 6M | -55.6% | +19.4% | -75.0% | -60.9% |
| YTD | -49.6% | -8.1% | -41.5% | -49.0% |
| 1Y | -46.1% | -5.3% | -40.8% | -46.2% |
| 3Y | +749.7% | +56.9% | +692.7% | +560.4% |
| 5Y | +193.2% | +8.0% | +185.2% | +155.6% |
| All | +274.8% | +49.8% | +225.0% | +230.5% |
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