+1,714.7%
PLTR vs ASTS
+261.1%
+1,453.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +0.7% |
| 7D | +0.4% | +2.8% | -2.4% | -0.2% |
| 30D | -17.5% | -28.8% | +11.3% | -13.4% |
| 3M | -1.5% | -48.9% | +47.4% | +7.9% |
| 6M | +25.9% | -55.6% | +81.6% | +37.4% |
| YTD | -3.0% | -49.6% | +46.6% | +0.7% |
| 1Y | -9.7% | -46.1% | +36.3% | -8.2% |
| 3Y | +776.5% | +749.7% | +26.8% | +386.8% |
| 5Y | +649.9% | +193.2% | +456.7% | +338.5% |
| All | +1,714.7% | +261.1% | +1,453.6% | +1,438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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