+106.0%
ADM vs PLUG
+9.2%
+96.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.2% | -0.4% |
| 7D | -1.8% | -3.2% | +1.4% | -1.7% |
| 30D | -13.3% | -18.7% | +5.5% | -12.5% |
| 3M | -13.4% | -35.3% | +22.0% | -11.8% |
| 6M | -9.6% | -56.2% | +46.6% | -6.6% |
| YTD | +23.0% | -30.7% | +53.7% | +23.6% |
| 1Y | +27.4% | -46.7% | +74.0% | +29.3% |
| 3Y | +5.7% | -61.3% | +67.0% | +3.4% |
| 5Y | +22.1% | -96.6% | +118.7% | +32.0% |
| 10Y | +106.0% | +1.1% | +104.9% | +68.2% |
| All | +106.0% | +9.2% | +96.8% | +68.2% |
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