+175.6%
ASTS vs AKAM
-20.8%
+196.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.7% |
| 7D | +14.2% | +11.2% | +3.0% | +8.1% |
| 30D | -26.7% | -13.4% | -13.3% | -21.1% |
| 3M | -53.6% | -29.5% | -24.1% | -45.4% |
| 6M | -52.7% | -42.1% | -10.6% | -39.7% |
| YTD | -52.5% | -0.8% | -51.7% | -54.6% |
| 1Y | -46.5% | -3.9% | -42.6% | -48.1% |
| 3Y | +700.5% | -21.9% | +722.3% | +722.5% |
| All | +175.6% | -20.8% | +196.3% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling