+126.6%
ADM vs PLUG
-25.0%
+151.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -10.5% | +13.2% | +3.2% |
| 7D | +4.2% | -23.4% | +27.6% | +5.4% |
| 30D | -12.8% | -23.4% | +10.6% | -11.9% |
| 3M | -8.5% | -51.7% | +43.3% | -5.6% |
| 6M | -10.9% | -72.0% | +61.1% | -5.9% |
| YTD | +29.4% | -43.7% | +73.1% | +31.2% |
| 1Y | +27.5% | -55.4% | +83.0% | +30.6% |
| 3Y | +10.3% | -68.0% | +78.4% | +8.7% |
| 5Y | +27.4% | -97.4% | +124.8% | +39.8% |
| All | +126.6% | -25.0% | +151.6% | +92.7% |
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