+538.9%
ASTS vs AKAM
+27.6%
+511.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.5% | -7.5% |
| 7D | 0.0% | +5.4% | -5.4% | -2.1% |
| 30D | -9.2% | -5.9% | -3.4% | -7.1% |
| 3M | -29.6% | -19.6% | -10.0% | -23.8% |
| 6M | -30.5% | +8.5% | -38.9% | -33.4% |
| YTD | -14.1% | +26.9% | -41.0% | -23.2% |
| 1Y | +69.1% | +41.7% | +27.4% | +44.2% |
| 3Y | +1,525.5% | +5.8% | +1,519.7% | +1,398.8% |
| 5Y | +425.9% | -2.3% | +428.2% | +383.4% |
| All | +538.9% | +27.6% | +511.3% | +478.5% |
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 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