+215.4%
ADSK vs PLUG
+53.3%
+162.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -2.5% | -3.2% | +0.7% | -2.2% |
| 30D | -14.9% | -8.3% | -6.6% | -14.2% |
| 3M | +3.3% | -25.8% | +29.1% | +6.1% |
| 6M | -15.7% | -5.8% | -9.8% | -16.8% |
| YTD | -28.2% | +6.6% | -34.8% | -31.0% |
| 1Y | -34.5% | +39.1% | -73.6% | -40.7% |
| 3Y | -2.9% | -73.7% | +70.8% | -4.5% |
| 5Y | -25.3% | -91.3% | +66.0% | -17.6% |
| All | +215.4% | +53.3% | +162.1% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling