+1,588.2%
PLTR vs ASTS
+218.8%
+1,369.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.4% |
| 7D | -12.9% | -21.1% | +8.2% | -9.7% |
| 30D | -17.4% | -46.7% | +29.3% | -9.3% |
| 3M | +2.9% | -52.0% | +54.9% | +14.0% |
| 6M | +19.9% | -54.3% | +74.1% | +29.9% |
| YTD | -9.8% | -55.5% | +45.7% | -4.3% |
| 1Y | -8.4% | -50.5% | +42.1% | -5.4% |
| 3Y | +765.0% | +706.2% | +58.8% | +383.9% |
| 5Y | +516.8% | +165.2% | +351.6% | +267.4% |
| All | +1,588.2% | +218.8% | +1,369.4% | +1,361.8% |
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