+4,716.4%
ADSK vs PLUG
-98.6%
+4,815.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.8% | -11.1% | -8.5% |
| 7D | -16.4% | -0.9% | -15.5% | -16.3% |
| 30D | -9.2% | +3.3% | -12.6% | -9.6% |
| 3M | -6.7% | -39.7% | +33.0% | -2.4% |
| 6M | -15.5% | -12.5% | -3.0% | -15.9% |
| YTD | -26.4% | +10.2% | -36.5% | -29.1% |
| 1Y | -31.9% | +50.7% | -82.6% | -37.9% |
| 3Y | -1.0% | -74.5% | +73.5% | -3.0% |
| 5Y | -24.5% | -91.8% | +67.2% | -19.5% |
| 10Y | +220.4% | +43.7% | +176.7% | +126.0% |
| All | +4,716.4% | -98.6% | +4,815.0% | +2,795.8% |
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