+0.3%
AG vs PLUG
-97.5%
+97.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.5% | +8.1% | -0.8% |
| 7D | -10.0% | -23.4% | +13.5% | -6.1% |
| 30D | -10.5% | -23.4% | +13.0% | -6.7% |
| 3M | -27.3% | -51.7% | +24.5% | -18.5% |
| 6M | -43.0% | -72.0% | +29.0% | -31.1% |
| YTD | -17.9% | -43.7% | +25.7% | -11.7% |
| 1Y | +11.9% | -55.4% | +67.3% | +23.9% |
| 3Y | +201.8% | -68.0% | +269.8% | +208.6% |
| All | +0.3% | -97.5% | +97.8% | +54.4% |
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