+1,025.6%
PLTR vs AIG
+34.0%
+991.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | -5.3% | -1.6% | -3.8% | -4.7% |
| 30D | -1.0% | -5.2% | +4.2% | +1.1% |
| 3M | +24.8% | +1.5% | +23.3% | +23.9% |
| 6M | +8.4% | -3.9% | +12.3% | +9.6% |
| YTD | -4.2% | -11.6% | +7.4% | +0.7% |
| 1Y | +9.1% | -2.9% | +12.0% | +7.6% |
| 3Y | +1,025.6% | +33.7% | +991.8% | +668.7% |
| All | +1,025.6% | +34.0% | +991.6% | +668.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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