+489.6%
PLTR vs ABCL
-80.5%
+570.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.3% | +1.6% |
| 7D | -12.9% | -3.2% | -9.7% | -12.3% |
| 30D | -17.4% | -7.4% | -10.0% | -15.9% |
| 3M | +2.9% | +81.9% | -79.1% | -16.0% |
| 6M | +19.9% | +135.7% | -115.8% | -12.0% |
| YTD | -9.8% | +247.4% | -257.1% | -42.3% |
| 1Y | -8.4% | +162.3% | -170.6% | -36.6% |
| 3Y | +765.0% | +165.5% | +599.6% | +435.3% |
| 5Y | +516.8% | -21.3% | +538.1% | +402.9% |
| All | +489.6% | -80.5% | +570.2% | +391.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling