-31.9%
ADSK vs PLUG
+45.6%
-77.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.8% | -11.1% | -8.3% |
| 7D | -16.4% | -0.9% | -15.5% | -16.4% |
| 30D | -9.2% | +3.3% | -12.6% | -9.3% |
| 3M | -6.7% | -39.7% | +33.0% | -5.0% |
| 6M | -15.5% | -12.5% | -3.0% | -16.1% |
| YTD | -26.4% | +10.2% | -36.5% | -28.0% |
| 1Y | -31.9% | +50.7% | -82.6% | -32.0% |
| All | -31.9% | +45.6% | -77.5% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling