+513.2%
ASTS vs AKAM
+23.5%
+489.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.8% | -2.8% |
| 7D | -3.6% | +0.6% | -4.2% | -3.9% |
| 30D | -16.4% | -8.2% | -8.2% | -13.6% |
| 3M | -31.4% | -17.6% | -13.8% | -26.3% |
| 6M | -31.6% | +2.5% | -34.1% | -33.0% |
| YTD | -17.5% | +22.8% | -40.3% | -25.3% |
| 1Y | +59.4% | +39.6% | +19.8% | +36.8% |
| 3Y | +1,460.2% | +2.3% | +1,457.8% | +1,357.5% |
| 5Y | +413.4% | -4.3% | +417.7% | +377.5% |
| All | +513.2% | +23.5% | +489.8% | +462.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling