+1,660.3%
PLTR vs AMCR
+3.1%
+1,657.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -4.1% | -6.3% | +2.2% | -2.1% |
| 30D | -2.2% | -7.8% | +5.6% | +0.2% |
| 3M | +27.6% | +7.5% | +20.0% | +24.7% |
| 6M | +10.3% | +2.7% | +7.6% | +8.8% |
| YTD | -5.9% | +6.0% | -12.0% | -9.3% |
| 1Y | +1.7% | +7.8% | -6.0% | -3.0% |
| 3Y | +959.1% | +5.8% | +953.3% | +895.2% |
| 5Y | +536.3% | -11.6% | +548.0% | +556.2% |
| All | +1,660.3% | +3.1% | +1,657.2% | +1,682.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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