+1,714.7%
PLTR vs ARMK
+200.0%
+1,514.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | +0.4% | +2.8% | -2.4% | -0.8% |
| 30D | -17.5% | -1.8% | -15.7% | -16.7% |
| 3M | -1.5% | -10.9% | +9.4% | +4.1% |
| 6M | +25.9% | +21.2% | +4.7% | +12.4% |
| YTD | -3.0% | +47.0% | -50.0% | -22.9% |
| 1Y | -9.7% | +42.9% | -52.6% | -27.3% |
| 3Y | +776.5% | +95.0% | +681.5% | +455.8% |
| 5Y | +649.9% | +106.2% | +543.7% | +349.1% |
| All | +1,714.7% | +200.0% | +1,514.7% | +924.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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