+537.8%
ASTS vs PYPL
-46.9%
+584.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.6% |
| 7D | +7.3% | +2.7% | +4.7% | +6.2% |
| 30D | -8.9% | -4.9% | -4.0% | -7.3% |
| 3M | -41.9% | +28.9% | -70.8% | -49.4% |
| 6M | -40.6% | +18.2% | -58.8% | -46.5% |
| YTD | -14.2% | -5.0% | -9.2% | -16.1% |
| 1Y | +48.9% | -18.8% | +67.7% | +57.6% |
| 3Y | +1,461.7% | -12.6% | +1,474.2% | +1,453.9% |
| 5Y | +404.1% | -80.8% | +484.9% | +682.4% |
| All | +537.8% | -46.9% | +584.7% | +863.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling