+277.6%
ASTS vs AKAM
-7.5%
+285.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.4% | +17.5% | +15.5% |
| 7D | +1.5% | -7.4% | +8.9% | +5.0% |
| 30D | -27.6% | -24.9% | -2.7% | -18.5% |
| 3M | -48.7% | -27.4% | -21.4% | -41.9% |
| 6M | -50.8% | -45.6% | -5.2% | -38.1% |
| YTD | -49.2% | -8.0% | -41.2% | -48.4% |
| 1Y | -46.7% | -4.1% | -42.6% | -46.8% |
| 3Y | +793.2% | -26.9% | +820.1% | +846.2% |
| 5Y | +195.6% | -26.6% | +222.1% | +207.8% |
| All | +277.6% | -7.5% | +285.1% | +288.4% |
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