+174.0%
ASTS vs AKAM
-22.7%
+196.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.7% | +0.3% | +3.7% |
| 7D | -21.1% | -10.4% | -10.7% | -16.1% |
| 30D | -46.7% | -20.6% | -26.1% | -40.2% |
| 3M | -52.0% | -29.9% | -22.1% | -43.5% |
| 6M | -54.3% | -31.9% | -22.4% | -45.7% |
| YTD | -55.5% | -4.8% | -50.7% | -56.4% |
| 1Y | -50.5% | +13.8% | -64.3% | -56.2% |
| 3Y | +706.2% | -23.4% | +729.6% | +738.9% |
| All | +174.0% | -22.7% | +196.7% | +183.7% |
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