+968.9%
PLTR vs ARM
+232.1%
+736.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.7% | -1.2% | +3.6% |
| 7D | -5.1% | -5.3% | +0.2% | -3.6% |
| 30D | -19.1% | -30.0% | +11.0% | -10.7% |
| 3M | -1.6% | -34.1% | +32.4% | +8.6% |
| 6M | +22.8% | -12.6% | +35.4% | +20.6% |
| YTD | -4.8% | +70.4% | -75.2% | -26.9% |
| 1Y | -4.9% | +22.3% | -27.2% | -18.5% |
| 3Y | +826.1% | +261.2% | +564.9% | +363.2% |
| All | +968.9% | +232.1% | +736.8% | +501.9% |
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