+913.1%
PLTR vs ARM
+211.3%
+701.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.3% | +2.1% |
| 7D | -12.9% | -15.2% | +2.3% | -8.7% |
| 30D | -17.4% | -40.7% | +23.3% | -4.7% |
| 3M | +2.9% | -39.1% | +41.9% | +16.1% |
| 6M | +19.9% | -26.4% | +46.3% | +23.5% |
| YTD | -9.8% | +59.7% | -69.5% | -29.4% |
| 1Y | -8.4% | +10.3% | -18.7% | -19.0% |
| 3Y | +765.0% | +228.9% | +536.2% | +349.3% |
| All | +913.1% | +211.3% | +701.9% | +481.1% |
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