+274.8%
ASTS vs AKAM
-0.1%
+274.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.5% | +5.1% | +7.3% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | -28.8% | -14.7% | -14.1% | -23.8% |
| 3M | -48.9% | -25.7% | -23.2% | -42.7% |
| 6M | -55.6% | -43.4% | -12.3% | -45.3% |
| YTD | -49.6% | -0.7% | -48.9% | -50.4% |
| 1Y | -46.1% | -4.3% | -41.7% | -46.3% |
| 3Y | +749.7% | -21.7% | +771.4% | +773.6% |
| 5Y | +193.2% | -20.7% | +213.9% | +195.6% |
| All | +274.8% | -0.1% | +274.9% | +273.3% |
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