-12.6%
ABNB vs PLUG
-97.2%
+84.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.8% | +8.8% | +1.3% |
| 7D | +6.5% | -8.1% | +14.6% | +7.7% |
| 30D | +9.4% | -20.5% | +29.9% | +12.8% |
| 3M | +0.6% | -45.9% | +46.4% | +9.3% |
| 6M | +33.7% | -65.2% | +98.9% | +53.2% |
| YTD | +33.5% | -37.1% | +70.5% | +36.1% |
| 1Y | +48.8% | -54.6% | +103.4% | +59.0% |
| 3Y | +53.3% | -64.9% | +118.2% | +37.5% |
| All | -12.6% | -97.2% | +84.6% | +60.9% |
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