+244.8%
ASTS vs AKAM
-3.5%
+248.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.3% | -12.9% | -10.4% |
| 7D | -9.3% | -3.3% | -6.1% | -8.0% |
| 30D | -33.9% | -21.7% | -12.2% | -26.9% |
| 3M | -51.0% | -28.8% | -22.2% | -44.1% |
| 6M | -55.1% | -43.3% | -11.8% | -44.6% |
| YTD | -53.6% | -4.1% | -49.6% | -53.8% |
| 1Y | -51.0% | -3.9% | -47.0% | -51.3% |
| 3Y | +681.7% | -24.4% | +706.1% | +714.5% |
| 5Y | +182.4% | -23.8% | +206.2% | +188.7% |
| All | +244.8% | -3.5% | +248.4% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling