+770.5%
PLTR vs ARMK
+96.4%
+674.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +10.7% | +7.1% | +3.6% | +8.8% |
| 30D | -17.8% | -1.6% | -16.1% | -17.4% |
| 3M | +0.3% | -10.5% | +10.9% | +2.8% |
| 6M | +26.2% | +11.8% | +14.4% | +21.8% |
| YTD | -3.5% | +47.3% | -50.7% | -15.0% |
| 1Y | -6.8% | +41.5% | -48.3% | -16.9% |
| All | +770.5% | +96.4% | +674.1% | +576.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling