+1,735.1%
PLTR vs ASTS
+514.5%
+1,220.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -6.4% | +7.3% | -13.8% | -7.7% |
| 30D | +10.0% | -8.9% | +18.9% | +11.2% |
| 3M | +23.0% | -41.9% | +65.0% | +31.6% |
| 6M | +13.8% | -40.6% | +54.4% | +18.3% |
| YTD | -1.9% | -14.2% | +12.3% | -5.3% |
| 1Y | +11.6% | +48.9% | -37.2% | -3.4% |
| 3Y | +1,048.4% | +1,461.7% | -413.2% | +479.0% |
| 5Y | +554.4% | +404.1% | +150.3% | +254.6% |
| All | +1,735.1% | +514.5% | +1,220.6% | +1,345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling