+1,505.9%
ASTS vs PEG
+34.5%
+1,471.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | -8.9% | -2.4% | -6.4% | -8.0% |
| 3M | -41.9% | -4.8% | -37.1% | -41.3% |
| 6M | -40.6% | -10.7% | -29.9% | -38.0% |
| YTD | -14.2% | -6.7% | -7.5% | -12.6% |
| 1Y | +48.9% | -6.8% | +55.7% | +51.7% |
| All | +1,505.9% | +34.5% | +1,471.4% | +1,503.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling