+715.0%
ASTS vs AKAM
-22.7%
+737.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.9% |
| 7D | +0.8% | +2.8% | -1.9% | -0.8% |
| 30D | -22.6% | -6.9% | -15.8% | -19.7% |
| 3M | -54.4% | -31.8% | -22.6% | -45.8% |
| 6M | -56.4% | -47.0% | -9.4% | -42.7% |
| YTD | -55.1% | -2.1% | -53.0% | -56.3% |
| 1Y | -46.9% | -3.7% | -43.3% | -48.0% |
| 3Y | +715.0% | -23.0% | +738.0% | +948.6% |
| All | +715.0% | -22.7% | +737.7% | +948.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling