+537.8%
ASTS vs SSNC
+57.7%
+480.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | +7.3% | +0.6% | +6.7% | +7.0% |
| 30D | -8.9% | +6.0% | -14.9% | -11.6% |
| 3M | -41.9% | +21.0% | -62.9% | -48.2% |
| 6M | -40.6% | +12.1% | -52.7% | -45.1% |
| YTD | -14.2% | -3.2% | -11.0% | -14.5% |
| 1Y | +48.9% | -4.4% | +53.2% | +49.4% |
| 3Y | +1,461.7% | +51.6% | +1,410.0% | +1,146.3% |
| 5Y | +404.1% | +21.1% | +383.0% | +330.7% |
| All | +537.8% | +57.7% | +480.0% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling