+528.9%
PLTR vs AFRM
-25.1%
+554.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.3% |
| 7D | -12.9% | -7.3% | -5.6% | -10.5% |
| 30D | -17.4% | -9.6% | -7.8% | -14.6% |
| 3M | +2.9% | -11.1% | +13.9% | +6.1% |
| 6M | +19.9% | +3.9% | +16.0% | +16.4% |
| YTD | -9.8% | -8.5% | -1.3% | -9.7% |
| 1Y | -8.4% | +3.3% | -11.6% | -12.7% |
| 3Y | +765.0% | +213.7% | +551.3% | +373.6% |
| 5Y | +516.8% | -58.5% | +575.4% | +347.2% |
| All | +528.9% | -25.1% | +554.0% | +323.1% |
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