+1,046.2%
PLTR vs ARMK
+114.7%
+931.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -6.4% | -2.4% | -4.0% | -5.8% |
| 30D | +10.0% | 0.0% | +10.0% | +9.9% |
| 3M | +23.0% | +6.7% | +16.4% | +20.1% |
| 6M | +13.8% | +38.8% | -25.0% | +0.8% |
| YTD | -1.9% | +55.2% | -57.1% | -17.2% |
| 1Y | +11.6% | +46.6% | -35.0% | -3.8% |
| All | +1,046.2% | +114.7% | +931.5% | +639.9% |
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