+567.8%
PLTR vs AFRM
-20.7%
+588.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -5.3% | +3.1% | -8.4% | -6.5% |
| 30D | -1.0% | -4.2% | +3.2% | +0.2% |
| 3M | +24.8% | +10.1% | +14.7% | +19.7% |
| 6M | +8.4% | +39.4% | -31.1% | -5.1% |
| YTD | -4.2% | -3.2% | -1.0% | -5.4% |
| 1Y | +9.1% | -16.1% | +25.2% | +11.9% |
| 3Y | +1,025.6% | +220.8% | +804.8% | +512.2% |
| 5Y | +565.8% | -17.7% | +583.4% | +318.5% |
| All | +567.8% | -20.7% | +588.5% | +343.4% |
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