+277.6%
ASTS vs PEG
+50.0%
+227.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.3% | +10.8% | +13.3% |
| 7D | +1.5% | +0.9% | +0.7% | +1.4% |
| 30D | -27.6% | +3.8% | -31.4% | -28.3% |
| 3M | -48.7% | +0.1% | -48.8% | -48.8% |
| 6M | -50.8% | -1.0% | -49.9% | -50.9% |
| YTD | -49.2% | -4.1% | -45.1% | -48.9% |
| 1Y | -46.7% | -6.9% | -39.8% | -46.0% |
| 3Y | +793.2% | +35.6% | +757.6% | +749.1% |
| 5Y | +195.6% | +42.8% | +152.8% | +180.6% |
| All | +277.6% | +50.0% | +227.5% | +256.5% |
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