+64.2%
ADM vs PLUG
-91.8%
+156.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | +0.2% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | +9.8% | +3.3% | +6.4% | +9.5% |
| 3M | +2.1% | -39.7% | +41.9% | +3.8% |
| 6M | +27.5% | -12.5% | +40.0% | +27.6% |
| YTD | +50.2% | +10.2% | +40.1% | +48.6% |
| 1Y | +40.6% | +50.7% | -10.1% | +36.4% |
| 3Y | +17.2% | -74.5% | +91.7% | +18.2% |
| All | +64.2% | -91.8% | +156.0% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling