+230.9%
ASTS vs PEG
+45.2%
+185.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.7% | +7.2% |
| 7D | -21.1% | -2.3% | -18.8% | -20.7% |
| 30D | -46.7% | +1.2% | -47.9% | -46.9% |
| 3M | -52.0% | -2.4% | -49.6% | -51.8% |
| 6M | -54.3% | -6.9% | -47.4% | -53.7% |
| YTD | -55.5% | -7.2% | -48.3% | -54.9% |
| 1Y | -50.5% | -8.9% | -41.6% | -49.6% |
| 3Y | +706.2% | +27.1% | +679.1% | +676.3% |
| 5Y | +165.2% | +33.8% | +131.4% | +153.8% |
| All | +230.9% | +45.2% | +185.7% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling