+1,588.2%
PLTR vs APH
+477.2%
+1,111.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +0.3% |
| 7D | -12.9% | -5.9% | -6.9% | -9.0% |
| 30D | -17.4% | -14.8% | -2.6% | -7.1% |
| 3M | +2.9% | -12.4% | +15.3% | +11.6% |
| 6M | +19.9% | +8.1% | +11.8% | +5.5% |
| YTD | -9.8% | +10.9% | -20.7% | -27.7% |
| 1Y | -8.4% | +8.8% | -17.2% | -25.2% |
| 3Y | +765.0% | +262.1% | +503.0% | +79.7% |
| 5Y | +516.8% | +283.1% | +233.7% | +20.4% |
| All | +1,588.2% | +477.2% | +1,111.0% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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