+102.6%
ADM vs PLUG
+25.0%
+77.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.3% |
| 7D | -7.8% | +14.5% | -22.3% | -8.5% |
| 30D | -12.6% | -10.7% | -1.9% | -12.2% |
| 3M | -8.2% | -31.2% | +23.0% | -6.8% |
| 6M | -8.9% | -51.9% | +43.0% | -6.2% |
| YTD | +24.0% | -23.9% | +47.8% | +24.0% |
| 1Y | +26.2% | -43.4% | +69.5% | +27.7% |
| 3Y | +7.0% | -74.7% | +81.7% | +6.6% |
| 5Y | +24.9% | -96.3% | +121.2% | +34.4% |
| 10Y | +102.6% | +20.0% | +82.6% | +69.2% |
| All | +102.6% | +25.0% | +77.6% | +69.2% |
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 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