+233.7%
ASTS vs PYPL
-42.7%
+276.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.2% |
| 7D | +0.8% | +0.1% | +0.8% | +1.0% |
| 30D | -22.6% | +5.7% | -28.3% | -24.4% |
| 3M | -54.4% | -1.9% | -52.5% | -54.3% |
| 6M | -56.4% | +31.8% | -88.2% | -62.5% |
| YTD | -55.1% | +2.4% | -57.6% | -57.6% |
| 1Y | -46.9% | -8.2% | -38.7% | -46.9% |
| 3Y | +715.0% | +10.2% | +704.8% | +628.5% |
| 5Y | +153.7% | -71.2% | +224.9% | +254.4% |
| All | +233.7% | -42.7% | +276.4% | +387.0% |
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