+752.3%
PLTR vs ABCL
+185.8%
+566.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | +4.7% | -3.3% | +8.0% | +5.5% |
| 30D | -16.4% | -7.1% | -9.3% | -15.2% |
| 3M | -6.2% | +4.7% | -10.9% | -8.3% |
| 6M | +29.2% | +140.9% | -111.7% | +1.0% |
| YTD | -5.5% | +236.0% | -241.5% | -33.3% |
| 1Y | -2.4% | +217.4% | -219.8% | -30.2% |
| 3Y | +752.3% | +188.7% | +563.6% | +485.1% |
| All | +752.3% | +185.8% | +566.5% | +485.1% |
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 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