+168.5%
ASTS vs PEG
+42.5%
+126.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -6.1% |
| 7D | +14.2% | +2.3% | +11.9% | +13.2% |
| 30D | -26.7% | +6.1% | -32.8% | -28.8% |
| 3M | -53.6% | -0.5% | -53.1% | -53.6% |
| 6M | -52.7% | -3.2% | -49.6% | -52.4% |
| YTD | -52.5% | -4.4% | -48.1% | -52.0% |
| 1Y | -46.5% | -7.4% | -39.1% | -45.1% |
| 3Y | +700.5% | +33.9% | +666.5% | +600.6% |
| 5Y | +168.5% | +42.3% | +126.2% | +138.0% |
| All | +168.5% | +42.5% | +126.0% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling