-19.0%
ADSK vs PLUG
-97.5%
+78.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.5% | +12.4% | +3.0% |
| 7D | +1.0% | -23.4% | +24.5% | +3.7% |
| 30D | +14.4% | -23.4% | +37.8% | +17.2% |
| 3M | +2.5% | -51.7% | +54.2% | +10.0% |
| 6M | +14.5% | -72.0% | +86.4% | +29.2% |
| YTD | -10.7% | -43.7% | +33.0% | -8.8% |
| 1Y | -11.0% | -55.4% | +44.4% | -6.9% |
| 3Y | +25.9% | -68.0% | +93.9% | +17.1% |
| All | -19.0% | -97.5% | +78.5% | +23.4% |
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