+25.7%
ABNB vs PLUG
-91.8%
+117.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 3M | +36.1% | -39.7% | +75.8% | +46.1% |
| 6M | +34.2% | -12.5% | +46.7% | +33.4% |
| YTD | +34.1% | +10.2% | +23.9% | +26.1% |
| 1Y | +45.1% | +50.7% | -5.6% | +23.1% |
| 3Y | +37.1% | -74.5% | +111.6% | +39.3% |
| 5Y | +15.2% | -91.8% | +106.9% | +49.0% |
| All | +25.7% | -91.8% | +117.5% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling