+244.8%
ASTS vs PEG
+49.3%
+195.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.6% |
| 7D | -9.3% | +2.6% | -11.9% | -9.8% |
| 30D | -33.9% | +3.3% | -37.2% | -34.5% |
| 3M | -51.0% | +1.1% | -52.1% | -51.2% |
| 6M | -55.1% | -1.4% | -53.7% | -55.1% |
| YTD | -53.6% | -4.6% | -49.0% | -53.3% |
| 1Y | -51.0% | -7.2% | -43.8% | -50.3% |
| 3Y | +681.7% | +33.7% | +647.9% | +645.2% |
| 5Y | +182.4% | +40.8% | +141.6% | +168.5% |
| All | +244.8% | +49.3% | +195.5% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling