+499.6%
PLTR vs ASTS
+163.9%
+335.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.3% |
| 7D | -12.9% | -21.1% | +8.2% | -9.5% |
| 30D | -17.4% | -46.7% | +29.3% | -8.8% |
| 3M | +2.9% | -52.0% | +54.9% | +14.7% |
| 6M | +19.9% | -54.3% | +74.1% | +30.4% |
| YTD | -9.8% | -55.5% | +45.7% | -4.1% |
| 1Y | -8.4% | -50.5% | +42.1% | -5.5% |
| 3Y | +765.0% | +706.2% | +58.8% | +353.8% |
| All | +499.6% | +163.9% | +335.6% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling