+253.1%
ASTS vs PYPL
-43.7%
+296.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -4.9% |
| 7D | +14.2% | -1.1% | +15.4% | +15.1% |
| 30D | -26.7% | +3.8% | -30.5% | -27.8% |
| 3M | -53.6% | -1.3% | -52.3% | -53.5% |
| 6M | -52.7% | +29.0% | -81.8% | -58.9% |
| YTD | -52.5% | +0.7% | -53.2% | -54.7% |
| 1Y | -46.5% | -12.3% | -34.2% | -45.3% |
| 3Y | +700.5% | +7.6% | +692.8% | +623.6% |
| 5Y | +168.5% | -71.7% | +240.2% | +278.0% |
| All | +253.1% | -43.7% | +296.8% | +419.3% |
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