+230.9%
ASTS vs PYPL
-42.8%
+273.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +6.8% |
| 7D | -21.1% | +3.9% | -25.0% | -22.5% |
| 30D | -46.7% | +7.8% | -54.5% | -48.5% |
| 3M | -52.0% | -0.7% | -51.3% | -52.2% |
| 6M | -54.3% | +28.8% | -83.0% | -60.3% |
| YTD | -55.5% | +2.4% | -57.9% | -58.0% |
| 1Y | -50.5% | -9.6% | -40.9% | -50.2% |
| 3Y | +706.2% | +9.7% | +696.6% | +621.3% |
| 5Y | +165.2% | -73.5% | +238.7% | +275.2% |
| All | +230.9% | -42.8% | +273.7% | +382.3% |
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