+540.9%
PLTR vs ABCL
-81.3%
+622.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.2% |
| 7D | -6.4% | +0.7% | -7.1% | -6.6% |
| 30D | +10.0% | +93.1% | -83.0% | -11.0% |
| 3M | +23.0% | +79.4% | -56.4% | -0.3% |
| 6M | +13.8% | +214.9% | -201.1% | -23.2% |
| YTD | -1.9% | +234.2% | -236.1% | -36.0% |
| 1Y | +11.6% | +174.8% | -163.1% | -24.2% |
| 3Y | +1,048.4% | +104.5% | +943.9% | +676.9% |
| 5Y | +554.4% | -39.0% | +593.4% | +457.1% |
| All | +540.9% | -81.3% | +622.2% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling