+1,046.2%
PLTR vs AFRM
+232.3%
+813.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.6% |
| 7D | -6.4% | -7.0% | +0.5% | -4.2% |
| 30D | +10.0% | -7.8% | +17.8% | +12.8% |
| 3M | +23.0% | +5.3% | +17.7% | +20.0% |
| 6M | +13.8% | +42.6% | -28.8% | -0.8% |
| YTD | -1.9% | -2.8% | +0.9% | -3.2% |
| 1Y | +11.6% | -19.3% | +31.0% | +15.9% |
| All | +1,046.2% | +232.3% | +813.8% | +509.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling