-50.5%
ASTS vs PENG
+88.9%
-139.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +1.6% |
| 7D | -21.1% | -19.4% | -1.6% | -13.7% |
| 30D | -46.7% | -42.4% | -4.3% | -33.6% |
| 3M | -52.0% | -25.6% | -26.4% | -47.3% |
| 6M | -54.3% | +7.3% | -61.5% | -60.5% |
| YTD | -55.5% | +113.9% | -169.3% | -76.2% |
| 1Y | -50.5% | +93.6% | -144.0% | -71.4% |
| All | -50.5% | +88.9% | -139.4% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling