+23.5%
ADM vs PLUG
-96.6%
+120.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.4% |
| 7D | +0.1% | -6.8% | +7.0% | +0.3% |
| 30D | -11.8% | -16.0% | +4.2% | -11.3% |
| 3M | -11.3% | -38.7% | +27.4% | -9.9% |
| 6M | -10.0% | -61.4% | +51.3% | -7.2% |
| YTD | +25.9% | -31.0% | +56.9% | +26.5% |
| 1Y | +26.7% | -46.2% | +72.9% | +28.2% |
| 3Y | +8.1% | -61.5% | +69.6% | +6.7% |
| 5Y | +23.5% | -96.9% | +120.4% | +34.4% |
| All | +23.5% | -96.6% | +120.1% | +34.4% |
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