+1,076.0%
ABT vs PLUG
-98.6%
+1,174.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | +2.5% | +3.3% | -0.9% | +2.4% |
| 3M | +20.2% | -39.7% | +59.9% | +21.6% |
| 6M | -2.9% | -12.5% | +9.6% | -3.0% |
| YTD | -11.9% | +10.2% | -22.1% | -12.9% |
| 1Y | -16.5% | +50.7% | -67.2% | -18.6% |
| 3Y | +12.1% | -74.5% | +86.6% | +11.5% |
| 5Y | -7.4% | -91.8% | +84.4% | -6.2% |
| 10Y | +210.7% | +43.7% | +167.0% | +181.9% |
| All | +1,076.0% | -98.6% | +1,174.6% | +1,131.3% |
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