+230.9%
ASTS vs SSNC
+46.5%
+184.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +7.4% |
| 7D | -21.1% | -3.3% | -17.8% | -19.8% |
| 30D | -46.7% | -1.3% | -45.4% | -46.8% |
| 3M | -52.0% | -2.3% | -49.7% | -52.1% |
| 6M | -54.3% | +12.6% | -66.9% | -58.6% |
| YTD | -55.5% | -10.1% | -45.4% | -54.5% |
| 1Y | -50.5% | -6.6% | -43.9% | -50.4% |
| 3Y | +706.2% | +54.0% | +652.3% | +532.2% |
| 5Y | +165.2% | +7.0% | +158.2% | +133.4% |
| All | +230.9% | +46.5% | +184.4% | +194.8% |
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