+983.9%
PLTR vs ARM
+256.1%
+727.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +10.7% | +19.8% | -9.1% | +4.9% |
| 30D | -17.8% | -21.8% | +4.0% | -12.2% |
| 3M | +0.3% | -26.5% | +26.8% | +7.2% |
| 6M | +26.2% | -3.9% | +30.1% | +20.4% |
| YTD | -3.5% | +82.8% | -86.2% | -27.4% |
| 1Y | -6.8% | +34.3% | -41.1% | -22.5% |
| 3Y | +772.3% | +282.2% | +490.1% | +330.9% |
| All | +983.9% | +256.1% | +727.8% | +497.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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