+563.5%
PLTR vs AFRM
-25.2%
+588.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -5.1% | -7.5% | +2.4% | -2.4% |
| 30D | -19.1% | -15.7% | -3.4% | -14.2% |
| 3M | -1.6% | -9.6% | +8.0% | +0.9% |
| 6M | +22.8% | +6.3% | +16.5% | +18.3% |
| YTD | -4.8% | -8.6% | +3.8% | -4.7% |
| 1Y | -4.9% | -7.6% | +2.7% | -5.5% |
| 3Y | +826.1% | +173.7% | +652.5% | +436.0% |
| 5Y | +597.7% | -56.9% | +654.6% | +402.1% |
| All | +563.5% | -25.2% | +588.7% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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