+617.6%
PLTR vs AXP
+86.8%
+530.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.7% |
| 7D | +4.7% | -0.1% | +4.9% | +4.9% |
| 30D | -16.4% | +4.4% | -20.9% | -19.5% |
| 3M | -6.2% | -6.4% | +0.3% | -1.4% |
| 6M | +29.2% | +4.2% | +25.0% | +23.7% |
| YTD | -5.5% | -12.4% | +6.9% | +3.0% |
| 1Y | -2.4% | -11.1% | +8.7% | +4.9% |
| 3Y | +752.3% | +114.9% | +637.4% | +311.0% |
| All | +617.6% | +86.8% | +530.8% | +281.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling