+1,668.3%
PLTR vs AMCR
+6.7%
+1,661.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +4.7% | -2.4% | +7.1% | +5.5% |
| 30D | -16.4% | +3.6% | -20.0% | -17.4% |
| 3M | -6.2% | -4.2% | -2.0% | -5.1% |
| 6M | +29.2% | +15.5% | +13.7% | +23.0% |
| YTD | -5.5% | +9.7% | -15.2% | -10.0% |
| 1Y | -2.4% | +8.3% | -10.7% | -6.7% |
| 3Y | +752.3% | +15.4% | +736.9% | +673.7% |
| 5Y | +635.8% | -9.1% | +644.9% | +650.1% |
| All | +1,668.3% | +6.7% | +1,661.6% | +1,668.7% |
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