-10.0%
PLTR vs ACM
-46.6%
+36.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.8% |
| 7D | -12.8% | +9.5% | -22.3% | -14.6% |
| 30D | -9.3% | +14.7% | -24.1% | -12.3% |
| 3M | +5.6% | -9.5% | +15.1% | +7.6% |
| 6M | +17.6% | -18.0% | +35.6% | +23.4% |
| YTD | -3.4% | -27.3% | +23.9% | +5.3% |
| 1Y | -10.0% | -47.0% | +37.0% | +9.0% |
| All | -10.0% | -46.6% | +36.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling