+499.6%
PLTR vs ACM
-2.7%
+502.3%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | -12.9% | +5.4% | -18.3% | -16.3% |
| 30D | -17.4% | +15.1% | -32.5% | -25.7% |
| 3M | +2.9% | -10.5% | +13.3% | +10.1% |
| 6M | +19.9% | -19.7% | +39.6% | +37.7% |
| YTD | -9.8% | -28.8% | +19.1% | +12.4% |
| 1Y | -8.4% | -47.9% | +39.5% | +52.3% |
| 3Y | +765.0% | -12.4% | +777.4% | +742.4% |
| All | +499.6% | -2.7% | +502.3% | +409.2% |
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