+765.0%
PLTR vs ALK
+16.0%
+749.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -12.9% | +9.0% | -21.9% | -15.4% |
| 30D | -17.4% | -1.6% | -15.7% | -17.2% |
| 3M | +2.9% | -23.2% | +26.0% | +11.1% |
| 6M | +19.9% | -3.9% | +23.8% | +18.4% |
| YTD | -9.8% | -22.6% | +12.8% | -5.3% |
| 1Y | -8.4% | -5.3% | -3.1% | -11.8% |
| 3Y | +765.0% | +18.6% | +746.5% | +590.9% |
| All | +765.0% | +16.0% | +749.1% | +590.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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