+174.0%
ASTS vs PEGA
-45.3%
+219.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.5% | +8.3% |
| 7D | -21.1% | -4.5% | -16.6% | -19.8% |
| 30D | -46.7% | -5.7% | -41.0% | -45.8% |
| 3M | -52.0% | +2.6% | -54.6% | -53.1% |
| 6M | -54.3% | -10.6% | -43.7% | -54.3% |
| YTD | -55.5% | -45.5% | -10.0% | -46.7% |
| 1Y | -50.5% | -44.8% | -5.7% | -40.5% |
| 3Y | +706.2% | +45.5% | +660.7% | +471.5% |
| All | +174.0% | -45.3% | +219.3% | +270.0% |
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