+10.3%
ABNB vs PLUG
-91.8%
+102.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | -4.0% | -0.9% | -3.0% | -3.8% |
| 30D | +19.3% | +3.3% | +16.0% | +18.6% |
| 3M | +36.1% | -39.7% | +75.8% | +45.4% |
| 6M | +34.2% | -12.5% | +46.7% | +33.4% |
| YTD | +34.1% | +10.2% | +23.9% | +26.7% |
| 1Y | +45.1% | +50.7% | -5.6% | +24.2% |
| 3Y | +37.1% | -74.5% | +111.6% | +44.1% |
| All | +10.3% | -91.8% | +102.1% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling