-5.5%
ADSK vs PLUG
-72.9%
+67.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.3% | -2.5% |
| 7D | -14.5% | +3.8% | -18.4% | -14.7% |
| 30D | -19.3% | +2.8% | -22.2% | -19.4% |
| 3M | -7.8% | -25.4% | +17.6% | -6.8% |
| 6M | -20.8% | -0.5% | -20.3% | -21.4% |
| YTD | -30.2% | +10.2% | -40.4% | -31.4% |
| 1Y | -36.5% | +53.9% | -90.4% | -38.9% |
| All | -5.5% | -72.9% | +67.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling