+1,046.2%
PLTR vs ACM
-21.7%
+1,067.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -6.4% | -3.7% | -2.7% | -4.1% |
| 30D | +10.0% | -11.1% | +21.1% | +17.8% |
| 3M | +23.0% | -8.0% | +31.0% | +28.1% |
| 6M | +13.8% | -29.7% | +43.5% | +43.7% |
| YTD | -1.9% | -29.4% | +27.4% | +20.8% |
| 1Y | +11.6% | -46.4% | +58.1% | +75.2% |
| All | +1,046.2% | -21.7% | +1,067.8% | +1,099.5% |
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