+209.1%
ASTS vs PENG
+148.7%
+60.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -23.0% | +7.8% | -7.6% |
| 7D | -29.9% | -36.7% | +6.8% | -18.8% |
| 30D | -52.2% | -42.0% | -10.1% | -43.6% |
| 3M | -55.8% | -33.2% | -22.6% | -50.6% |
| 6M | -52.7% | +2.1% | -54.8% | -54.7% |
| YTD | -58.4% | +90.3% | -148.7% | -67.7% |
| 1Y | -57.1% | +67.7% | -124.7% | -65.3% |
| 3Y | +629.5% | +154.2% | +475.2% | +401.6% |
| 5Y | +147.7% | +28.3% | +119.4% | +85.3% |
| All | +209.1% | +148.7% | +60.4% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling