-49.2%
ASTS vs AKAM
+16.2%
-65.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -15.8% | -12.4% | -3.4% | -10.8% |
| 30D | -39.0% | -20.4% | -18.6% | -33.0% |
| 3M | -49.3% | -30.3% | -19.0% | -41.7% |
| 6M | -47.9% | -18.8% | -29.2% | -42.8% |
| YTD | -51.0% | -1.5% | -49.4% | -47.3% |
| 1Y | -49.2% | +19.4% | -68.5% | -49.5% |
| All | -49.2% | +16.2% | -65.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 1y: compounded portfolio wealth divided by compounded AKAM 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…
1y analysis · Full analysis span regression · 6 months rolling