+706.2%
ASTS vs PEGA
+43.6%
+662.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.5% | +8.0% |
| 7D | -21.1% | -4.5% | -16.6% | -20.1% |
| 30D | -46.7% | -5.7% | -41.0% | -46.0% |
| 3M | -52.0% | +2.7% | -54.7% | -52.9% |
| 6M | -54.3% | -10.5% | -43.7% | -54.2% |
| YTD | -55.5% | -45.4% | -10.0% | -47.3% |
| 1Y | -50.5% | -44.7% | -5.7% | -41.2% |
| 3Y | +706.2% | +45.7% | +660.6% | +518.2% |
| All | +706.2% | +43.6% | +662.7% | +518.2% |
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