+774.7%
PLTR vs AIG
+39.5%
+735.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | -17.5% | +6.6% | -24.1% | -19.3% |
| 3M | -1.5% | +7.9% | -9.3% | -4.0% |
| 6M | +25.9% | +10.4% | +15.6% | +21.6% |
| YTD | -3.0% | -1.3% | -1.7% | -2.5% |
| 1Y | -9.7% | +11.5% | -21.2% | -14.8% |
| All | +774.7% | +39.5% | +735.2% | +682.1% |
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