+520.7%
PLTR vs ABCL
-79.6%
+600.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.8% | +2.3% | -6.1% | -4.2% |
| 30D | -19.2% | -0.7% | -18.6% | -19.3% |
| 3M | -3.7% | +33.4% | -37.1% | -12.8% |
| 6M | +22.5% | +137.8% | -115.3% | -10.0% |
| YTD | -5.0% | +264.3% | -269.4% | -40.0% |
| 1Y | -12.8% | +209.2% | -222.0% | -42.2% |
| 3Y | +758.3% | +208.4% | +549.8% | +407.0% |
| 5Y | +649.6% | -11.9% | +661.5% | +497.6% |
| All | +520.7% | -79.6% | +600.2% | +410.4% |
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