+264.0%
AG vs PLUG
-96.9%
+360.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.2% | +3.9% | -4.4% |
| 7D | -6.0% | -8.5% | +2.5% | -5.2% |
| 30D | -14.3% | -20.8% | +6.5% | -12.3% |
| 3M | -26.9% | -46.1% | +19.1% | -22.3% |
| 6M | -42.1% | -65.3% | +23.2% | -35.9% |
| YTD | -15.9% | -37.3% | +21.4% | -12.9% |
| 1Y | +11.5% | -54.8% | +66.3% | +18.7% |
| 3Y | +208.0% | -65.0% | +273.0% | +208.2% |
| 5Y | +2.4% | -97.1% | +99.6% | +21.4% |
| 10Y | +77.0% | -16.0% | +93.0% | +41.7% |
| All | +264.0% | -96.9% | +360.9% | +187.7% |
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