+537.8%
ASTS vs PENG
+245.9%
+291.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.8% |
| 7D | +7.3% | +4.5% | +2.8% | +5.7% |
| 30D | -8.9% | -7.1% | -1.8% | -6.8% |
| 3M | -41.9% | -27.3% | -14.7% | -37.4% |
| 6M | -40.6% | +169.6% | -210.2% | -57.9% |
| YTD | -14.2% | +164.6% | -178.8% | -39.0% |
| 1Y | +48.9% | +109.5% | -60.6% | +12.5% |
| 3Y | +1,461.7% | +98.9% | +1,362.7% | +992.1% |
| 5Y | +404.1% | +116.3% | +287.9% | +237.6% |
| All | +537.8% | +245.9% | +291.9% | +312.9% |
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 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