+552.9%
PLTR vs ACM
+5.0%
+548.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.2% |
| 7D | -6.4% | -3.7% | -2.7% | -3.7% |
| 30D | +10.0% | -11.1% | +21.1% | +19.2% |
| 3M | +23.0% | -8.0% | +31.0% | +28.6% |
| 6M | +13.8% | -29.7% | +43.5% | +47.1% |
| YTD | -1.9% | -29.4% | +27.4% | +23.5% |
| 1Y | +11.6% | -46.4% | +58.1% | +80.3% |
| 3Y | +1,048.4% | -22.3% | +1,070.8% | +1,176.8% |
| All | +552.9% | +5.0% | +548.0% | +434.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling