+1,505.9%
ASTS vs AKAM
+0.5%
+1,505.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +7.3% | -2.1% | +9.4% | +8.4% |
| 30D | -8.9% | -13.9% | +5.1% | -2.7% |
| 3M | -41.9% | -33.8% | -8.1% | -30.0% |
| 6M | -40.6% | +2.2% | -42.8% | -42.2% |
| YTD | -14.2% | +20.6% | -34.8% | -24.5% |
| 1Y | +48.9% | +36.3% | +12.5% | +21.5% |
| All | +1,505.9% | +0.5% | +1,505.4% | +1,202.9% |
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