+1,735.1%
PLTR vs ACM
+68.0%
+1,667.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.7% |
| 3M | +23.0% | -8.0% | +31.0% | +27.9% |
| 6M | +13.8% | -29.7% | +43.5% | +40.8% |
| YTD | -1.9% | -29.4% | +27.4% | +19.1% |
| 1Y | +11.6% | -46.4% | +58.1% | +65.3% |
| 3Y | +1,048.4% | -22.3% | +1,070.8% | +1,197.8% |
| 5Y | +554.4% | +4.5% | +549.9% | +539.7% |
| All | +1,735.1% | +68.0% | +1,667.0% | +1,907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling