+11.1%
AG vs PLUG
-96.4%
+107.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.6% | +0.6% |
| 7D | +6.3% | +5.8% | +0.5% | +5.3% |
| 30D | -8.9% | -18.5% | +9.6% | -6.1% |
| 3M | -12.2% | -30.0% | +17.8% | -7.2% |
| 6M | -28.3% | -56.2% | +27.9% | -19.1% |
| YTD | -8.8% | -26.4% | +17.6% | -6.0% |
| 1Y | +39.4% | -42.2% | +81.6% | +48.0% |
| 3Y | +229.4% | -76.8% | +306.3% | +249.2% |
| All | +11.1% | -96.4% | +107.5% | +59.4% |
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