-49.2%
ASTS vs PYPL
-9.5%
-39.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -4.3% |
| 7D | -15.8% | +6.5% | -22.2% | -16.2% |
| 30D | -39.0% | +10.6% | -49.7% | -39.5% |
| 3M | -49.3% | +3.1% | -52.4% | -49.6% |
| 6M | -47.9% | +20.2% | -68.1% | -48.5% |
| YTD | -51.0% | +4.0% | -55.0% | -45.7% |
| 1Y | -49.2% | -7.9% | -41.3% | -35.9% |
| All | -49.2% | -9.5% | -39.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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