+5,647.2%
ADSK vs PLUG
-99.1%
+5,746.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -3.7% | -6.8% | +3.1% | -3.2% |
| 30D | +11.3% | -16.0% | +27.4% | +13.0% |
| 3M | +3.3% | -38.7% | +42.1% | +8.1% |
| 6M | +10.1% | -61.4% | +71.5% | +19.6% |
| YTD | -12.2% | -31.0% | +18.8% | -11.6% |
| 1Y | -13.9% | -46.2% | +32.4% | -11.4% |
| 3Y | +23.5% | -61.5% | +84.9% | +16.8% |
| 5Y | -20.0% | -96.9% | +76.8% | -6.0% |
| 10Y | +252.3% | -7.5% | +259.8% | +159.7% |
| All | +5,647.2% | -99.1% | +5,746.4% | +3,508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling