+758.3%
PLTR vs ABCL
+206.1%
+552.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.8% | +2.3% | -6.1% | -4.1% |
| 30D | -19.2% | -0.7% | -18.6% | -19.3% |
| 3M | -3.7% | +33.4% | -37.1% | -10.7% |
| 6M | +22.5% | +137.8% | -115.3% | -3.7% |
| YTD | -5.0% | +264.3% | -269.4% | -34.1% |
| 1Y | -12.8% | +209.2% | -222.0% | -37.1% |
| 3Y | +758.3% | +208.4% | +549.8% | +485.0% |
| All | +758.3% | +206.1% | +552.1% | +485.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling