+60.8%
ABNB vs PLUG
-78.4%
+139.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.4% | +4.3% | +11.3% |
| 7D | +15.6% | +5.8% | +9.7% | +15.2% |
| 30D | +18.3% | -18.5% | +36.8% | +19.5% |
| 3M | +25.3% | -30.0% | +55.2% | +27.5% |
| 6M | +35.8% | -56.2% | +92.0% | +40.9% |
| YTD | +40.0% | -26.4% | +66.4% | +40.0% |
| 1Y | +57.6% | -42.2% | +99.9% | +59.4% |
| 3Y | +60.8% | -76.8% | +137.6% | +59.8% |
| All | +60.8% | -78.4% | +139.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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