+147.7%
ASTS vs PEGA
-43.7%
+191.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.4% |
| 7D | -29.9% | -1.6% | -28.3% | -29.4% |
| 30D | -52.2% | -3.0% | -49.2% | -51.7% |
| 3M | -55.8% | +5.8% | -61.6% | -57.3% |
| 6M | -52.7% | -8.8% | -43.9% | -53.1% |
| YTD | -58.4% | -43.5% | -14.9% | -50.8% |
| 1Y | -57.1% | -43.4% | -13.7% | -48.8% |
| 3Y | +629.5% | +48.6% | +580.9% | +414.8% |
| 5Y | +147.7% | -43.3% | +191.1% | +219.4% |
| All | +147.7% | -43.7% | +191.4% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling