+1,668.3%
PLTR vs AEM
+157.6%
+1,510.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +4.7% | -6.8% | +11.6% | +6.2% |
| 30D | -16.4% | +0.8% | -17.2% | -16.8% |
| 3M | -6.2% | -0.8% | -5.3% | -6.6% |
| 6M | +29.2% | -8.5% | +37.7% | +30.1% |
| YTD | -5.5% | +5.9% | -11.4% | -8.3% |
| 1Y | -2.4% | +6.6% | -9.0% | -5.5% |
| 3Y | +752.3% | +302.2% | +450.1% | +542.1% |
| 5Y | +635.8% | +250.8% | +385.0% | +455.3% |
| All | +1,668.3% | +157.6% | +1,510.8% | +1,260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling