+248.5%
ALAB vs PLUG
-58.3%
+306.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | +1.7% |
| 7D | -7.5% | -3.2% | -4.3% | -6.5% |
| 30D | -36.8% | -18.7% | -18.1% | -33.7% |
| 3M | -31.9% | -35.3% | +3.5% | -25.1% |
| 6M | +8.2% | -56.2% | +64.5% | +28.2% |
| YTD | +29.9% | -30.7% | +60.7% | +42.0% |
| 1Y | +24.4% | -46.7% | +71.1% | +40.3% |
| All | +248.5% | -58.3% | +306.8% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling