+312.9%
AG vs PLUG
-96.2%
+409.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.2% | +4.3% |
| 7D | +10.8% | +14.5% | -3.7% | +9.3% |
| 30D | -8.2% | -10.7% | +2.6% | -7.1% |
| 3M | -13.7% | -31.2% | +17.5% | -10.4% |
| 6M | -27.3% | -51.9% | +24.6% | -22.1% |
| YTD | -4.6% | -23.9% | +19.3% | -3.1% |
| 1Y | +39.4% | -43.4% | +82.8% | +45.1% |
| 3Y | +244.1% | -74.7% | +318.8% | +250.1% |
| 5Y | +16.8% | -96.3% | +113.1% | +35.0% |
| 10Y | +71.7% | +20.0% | +51.7% | +32.8% |
| All | +312.9% | -96.2% | +409.1% | +220.1% |
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