+736.0%
PLTR vs ASTS
+636.6%
+99.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -15.2% | +5.5% | -7.7% |
| 7D | -21.1% | -29.9% | +8.8% | -17.4% |
| 30D | -19.3% | -52.2% | +32.8% | -11.6% |
| 3M | -2.2% | -55.8% | +53.7% | +7.7% |
| 6M | +14.0% | -52.7% | +66.8% | +21.2% |
| YTD | -12.8% | -58.4% | +45.6% | -7.3% |
| 1Y | -17.5% | -57.1% | +39.6% | -13.3% |
| All | +736.0% | +636.6% | +99.4% | +541.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling