+6.6%
ADM vs PLUG
-78.4%
+85.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -0.9% |
| 7D | -9.0% | +5.8% | -14.9% | -9.2% |
| 30D | -14.0% | -18.5% | +4.6% | -13.5% |
| 3M | -9.2% | -30.0% | +20.8% | -8.4% |
| 6M | -9.2% | -56.2% | +47.0% | -7.3% |
| YTD | +24.2% | -26.4% | +50.6% | +24.6% |
| 1Y | +27.0% | -42.2% | +69.2% | +28.0% |
| 3Y | +6.6% | -76.8% | +83.4% | +8.5% |
| All | +6.6% | -78.4% | +85.0% | +8.5% |
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