+277.6%
ASTS vs PYPL
-42.0%
+319.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.4% | +12.7% | +13.5% |
| 7D | +1.5% | +2.2% | -0.6% | +0.7% |
| 30D | -27.6% | +8.1% | -35.8% | -30.0% |
| 3M | -48.7% | +1.9% | -50.6% | -49.5% |
| 6M | -50.8% | +33.1% | -84.0% | -57.9% |
| YTD | -49.2% | +3.8% | -53.0% | -52.3% |
| 1Y | -46.7% | -8.3% | -38.4% | -46.7% |
| 3Y | +793.2% | +11.9% | +781.4% | +692.7% |
| 5Y | +195.6% | -70.4% | +266.0% | +309.0% |
| All | +277.6% | -42.0% | +319.6% | +447.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling