+1,681.1%
PLTR vs ARMK
+205.3%
+1,475.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +3.4% |
| 7D | -5.1% | +0.9% | -6.0% | -5.4% |
| 30D | -19.1% | -0.4% | -18.7% | -18.9% |
| 3M | -1.6% | -2.0% | +0.3% | -1.1% |
| 6M | +22.8% | +22.0% | +0.8% | +9.3% |
| YTD | -4.8% | +49.6% | -54.4% | -25.0% |
| 1Y | -4.9% | +46.4% | -51.3% | -24.3% |
| 3Y | +826.1% | +103.2% | +722.9% | +473.8% |
| 5Y | +597.7% | +108.1% | +489.6% | +314.9% |
| All | +1,681.1% | +205.3% | +1,475.8% | +896.5% |
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