-17.0%
ACHR vs PLUG
-78.4%
+61.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.4% | +7.3% | +12.6% |
| 7D | +5.7% | +5.8% | -0.1% | +4.0% |
| 30D | -4.9% | -18.5% | +13.6% | +0.9% |
| 3M | -15.1% | -30.0% | +14.8% | -6.1% |
| 6M | -30.7% | -56.2% | +25.5% | -13.2% |
| YTD | -41.0% | -26.4% | -14.6% | -37.9% |
| 1Y | -50.0% | -42.2% | -7.8% | -44.2% |
| 3Y | -17.0% | -76.8% | +59.8% | -2.2% |
| All | -17.0% | -78.4% | +61.3% | -2.2% |
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