+1,681.1%
PLTR vs ACM
+78.1%
+1,602.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +2.3% |
| 7D | -5.1% | +6.9% | -12.0% | -8.9% |
| 30D | -19.1% | +19.1% | -38.1% | -27.5% |
| 3M | -1.6% | -6.9% | +5.3% | +1.8% |
| 6M | +22.8% | -12.0% | +34.8% | +30.0% |
| YTD | -4.8% | -25.1% | +20.3% | +11.0% |
| 1Y | -4.9% | -45.4% | +40.5% | +39.5% |
| 3Y | +826.1% | -6.9% | +833.0% | +824.3% |
| 5Y | +597.7% | +3.7% | +594.0% | +563.6% |
| All | +1,681.1% | +78.1% | +1,602.9% | +1,770.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling