+1,046.2%
PLTR vs ABCL
+104.5%
+941.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.2% |
| 7D | -6.4% | +0.7% | -7.1% | -6.5% |
| 30D | +10.0% | +93.1% | -83.0% | -7.5% |
| 3M | +23.0% | +79.4% | -56.4% | +3.7% |
| 6M | +13.8% | +214.9% | -201.1% | -18.0% |
| YTD | -1.9% | +234.2% | -236.1% | -31.3% |
| 1Y | +11.6% | +174.8% | -163.1% | -19.1% |
| All | +1,046.2% | +104.5% | +941.7% | +735.8% |
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