+537.8%
ASTS vs AKAM
+21.2%
+516.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +7.3% | -2.1% | +9.4% | +8.2% |
| 30D | -8.9% | -13.9% | +5.1% | -3.8% |
| 3M | -41.9% | -33.8% | -8.1% | -32.1% |
| 6M | -40.6% | +2.2% | -42.8% | -41.7% |
| YTD | -14.2% | +20.6% | -34.8% | -21.7% |
| 1Y | +48.9% | +36.3% | +12.5% | +29.1% |
| 3Y | +1,461.7% | -0.1% | +1,461.8% | +1,373.6% |
| 5Y | +404.1% | -7.5% | +411.7% | +373.6% |
| All | +537.8% | +21.2% | +516.5% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling