+1,505.9%
ASTS vs PEGA
+49.4%
+1,456.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +7.3% | +3.3% | +4.0% | +6.3% |
| 30D | -8.9% | +17.7% | -26.6% | -13.8% |
| 3M | -41.9% | +5.8% | -47.7% | -43.8% |
| 6M | -40.6% | -20.3% | -20.3% | -36.9% |
| YTD | -14.2% | -37.1% | +22.9% | -1.0% |
| 1Y | +48.9% | -30.2% | +79.1% | +63.5% |
| All | +1,505.9% | +49.4% | +1,456.5% | +906.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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