+67.2%
AG vs PLUG
-91.8%
+159.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.4% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +19.2% | +3.3% | +15.8% | +18.6% |
| 3M | +6.2% | -39.7% | +45.9% | +14.4% |
| 6M | -26.7% | -12.5% | -14.2% | -26.1% |
| YTD | +26.1% | +10.2% | +16.0% | +22.1% |
| 1Y | +131.7% | +50.7% | +81.0% | +109.1% |
| 3Y | +255.3% | -74.5% | +329.8% | +272.2% |
| All | +67.2% | -91.8% | +159.0% | +95.0% |
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