+1,588.2%
PLTR vs AXP
+253.0%
+1,335.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.2% |
| 7D | -12.9% | +0.6% | -13.5% | -13.2% |
| 30D | -17.4% | +5.8% | -23.2% | -20.3% |
| 3M | +2.9% | -6.0% | +8.9% | +6.5% |
| 6M | +19.9% | +0.3% | +19.6% | +19.0% |
| YTD | -9.8% | -12.3% | +2.5% | -3.5% |
| 1Y | -8.4% | -11.2% | +2.9% | -2.8% |
| 3Y | +765.0% | +117.0% | +648.0% | +445.2% |
| 5Y | +516.8% | +93.2% | +423.7% | +304.7% |
| All | +1,588.2% | +253.0% | +1,335.2% | +978.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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