-41.5%
ACHR vs PLUG
-92.6%
+51.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +0.8% |
| 7D | +4.9% | +8.1% | -3.3% | +2.3% |
| 30D | +4.3% | +3.7% | +0.6% | +2.9% |
| 3M | +1.7% | -29.2% | +30.9% | +12.8% |
| 6M | -6.9% | +6.1% | -13.0% | -10.7% |
| YTD | -22.5% | +14.7% | -37.2% | -29.0% |
| 1Y | -31.5% | +56.9% | -88.4% | -45.1% |
| 3Y | -14.4% | -71.6% | +57.2% | -8.3% |
| 5Y | -41.6% | -91.0% | +49.4% | -18.2% |
| All | -41.5% | -92.6% | +51.1% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling