+209.3%
AG vs PLUG
-63.0%
+272.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.8% | +3.5% | -3.9% |
| 7D | -6.0% | -8.1% | +2.1% | -4.8% |
| 30D | -14.3% | -20.5% | +6.2% | -11.3% |
| 3M | -26.9% | -45.9% | +18.9% | -19.9% |
| 6M | -42.1% | -65.2% | +23.1% | -32.9% |
| YTD | -15.9% | -37.1% | +21.2% | -10.8% |
| 1Y | +11.5% | -54.6% | +66.1% | +22.6% |
| All | +209.3% | -63.0% | +272.3% | +227.8% |
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 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