+653.1%
ASTS vs PEP
-3.9%
+657.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.4% | -15.2% |
| 7D | -29.9% | +6.7% | -36.5% | -28.7% |
| 30D | -52.2% | +13.5% | -65.7% | -50.7% |
| 3M | -55.8% | +3.9% | -59.8% | -55.1% |
| 6M | -52.7% | -6.0% | -46.7% | -52.1% |
| YTD | -58.4% | +2.5% | -60.9% | -57.9% |
| 1Y | -57.1% | +3.9% | -61.0% | -56.7% |
| All | +653.1% | -3.9% | +657.0% | +762.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 3y: compounded portfolio wealth divided by compounded PEP 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…
3y analysis · Full analysis span regression · 6 months rolling