+1,735.1%
PLTR vs ARMK
+216.7%
+1,518.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.1% |
| 7D | -6.4% | -2.4% | -4.0% | -5.3% |
| 30D | +10.0% | 0.0% | +10.0% | +9.6% |
| 3M | +23.0% | +6.7% | +16.4% | +18.2% |
| 6M | +13.8% | +38.8% | -25.0% | -5.6% |
| YTD | -1.9% | +55.2% | -57.1% | -24.0% |
| 1Y | +11.6% | +46.6% | -35.0% | -11.2% |
| 3Y | +1,048.4% | +112.9% | +935.5% | +596.4% |
| 5Y | +554.4% | +144.0% | +410.4% | +275.1% |
| All | +1,735.1% | +216.7% | +1,518.4% | +909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling