+20.7%
ABT vs PLUG
-66.9%
+87.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.5% | +11.7% | +1.1% |
| 7D | -1.3% | -23.4% | +22.2% | -1.5% |
| 30D | +6.0% | -23.4% | +29.5% | +5.8% |
| 3M | -1.9% | -51.7% | +49.9% | -2.4% |
| 6M | +31.2% | -72.0% | +103.1% | +30.4% |
| YTD | -11.2% | -43.7% | +32.4% | -11.9% |
| 1Y | -14.0% | -55.4% | +41.5% | -14.5% |
| 3Y | +20.7% | -68.0% | +88.7% | +20.4% |
| All | +20.7% | -66.9% | +87.5% | +20.4% |
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 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