+26.3%
ADM vs PLUG
-96.4%
+122.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -1.0% |
| 7D | -9.0% | +5.8% | -14.9% | -9.2% |
| 30D | -14.0% | -18.5% | +4.6% | -13.4% |
| 3M | -9.2% | -30.0% | +20.8% | -8.1% |
| 6M | -9.2% | -56.2% | +47.0% | -6.7% |
| YTD | +24.2% | -26.4% | +50.6% | +24.5% |
| 1Y | +27.0% | -42.2% | +69.2% | +28.2% |
| 3Y | +6.6% | -76.8% | +83.4% | +7.5% |
| All | +26.3% | -96.4% | +122.7% | +37.6% |
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