+1,681.1%
PLTR vs ASTS
+263.8%
+1,417.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.1% | -8.6% | +3.3% |
| 7D | -5.1% | +1.5% | -6.7% | -5.4% |
| 30D | -19.1% | -27.6% | +8.6% | -15.1% |
| 3M | -1.6% | -48.7% | +47.1% | +7.8% |
| 6M | +22.8% | -50.8% | +73.6% | +31.8% |
| YTD | -4.8% | -49.2% | +44.4% | -1.2% |
| 1Y | -4.9% | -46.7% | +41.8% | -3.0% |
| 3Y | +826.1% | +793.2% | +32.9% | +410.2% |
| 5Y | +597.7% | +195.6% | +402.1% | +308.0% |
| All | +1,681.1% | +263.8% | +1,417.2% | +1,409.5% |
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