+185.6%
ASTS vs PENG
+72.0%
+113.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +5.0% | -0.4% |
| 7D | -15.8% | -20.5% | +4.7% | -7.9% |
| 30D | -39.0% | -20.4% | -18.7% | -34.4% |
| 3M | -49.3% | -16.4% | -32.9% | -47.0% |
| 6M | -47.9% | +49.2% | -97.2% | -59.2% |
| YTD | -51.0% | +147.2% | -198.1% | -69.5% |
| 1Y | -49.2% | +124.7% | -173.8% | -67.0% |
| 3Y | +760.4% | +230.3% | +530.1% | +328.0% |
| 5Y | +185.6% | +71.4% | +114.3% | +67.9% |
| All | +185.6% | +72.0% | +113.6% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling