+431.2%
ASTS vs PYPL
-80.9%
+512.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.8% |
| 7D | +7.3% | +2.7% | +4.7% | +5.9% |
| 30D | -8.9% | -4.9% | -4.0% | -7.1% |
| 3M | -41.9% | +28.9% | -70.8% | -50.9% |
| 6M | -40.6% | +18.2% | -58.8% | -47.7% |
| YTD | -14.2% | -5.0% | -9.2% | -16.4% |
| 1Y | +48.9% | -18.8% | +67.7% | +59.8% |
| 3Y | +1,461.7% | -12.6% | +1,474.2% | +1,428.1% |
| All | +431.2% | -80.9% | +512.1% | +763.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling