+653.1%
ASTS vs PYPL
+5.2%
+647.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.2% | -14.5% |
| 7D | -29.9% | +3.5% | -33.4% | -30.8% |
| 30D | -52.2% | +8.0% | -60.1% | -53.5% |
| 3M | -55.8% | +2.0% | -57.9% | -56.4% |
| 6M | -52.7% | +27.6% | -80.3% | -58.0% |
| YTD | -58.4% | +1.9% | -60.3% | -59.7% |
| 1Y | -57.1% | -12.4% | -44.7% | -54.7% |
| All | +653.1% | +5.2% | +647.9% | +607.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling