+770.5%
PLTR vs ACM
-9.6%
+780.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +10.7% | +5.1% | +5.6% | +7.7% |
| 30D | -17.8% | +18.7% | -36.4% | -25.4% |
| 3M | +0.3% | +15.5% | -15.1% | -8.0% |
| 6M | +26.2% | +1.2% | +25.0% | +23.0% |
| YTD | -3.5% | -25.2% | +21.8% | +13.5% |
| 1Y | -6.8% | -46.3% | +39.5% | +45.7% |
| All | +770.5% | -9.6% | +780.1% | +860.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling