-10.0%
PLTR vs ABCL
+138.2%
-148.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -12.8% | -10.0% | -2.8% | -11.1% |
| 30D | -9.3% | -10.9% | +1.5% | -7.7% |
| 3M | +5.6% | +101.6% | -96.1% | -11.2% |
| 6M | +17.6% | +167.5% | -150.0% | -10.8% |
| YTD | -3.4% | +259.1% | -262.5% | -36.2% |
| 1Y | -10.0% | +152.2% | -162.1% | -32.3% |
| All | -10.0% | +138.2% | -148.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling