+207.4%
ALAB vs PLUG
-55.7%
+263.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.4% | -1.1% | +4.6% |
| 7D | -26.3% | +5.8% | -32.1% | -26.9% |
| 30D | -50.1% | -18.5% | -31.6% | -47.6% |
| 3M | -42.5% | -30.0% | -12.5% | -37.9% |
| 6M | -10.8% | -56.2% | +45.3% | +5.3% |
| YTD | +14.6% | -26.4% | +41.0% | +23.7% |
| 1Y | +17.1% | -42.2% | +59.4% | +29.9% |
| All | +207.4% | -55.7% | +263.1% | +149.8% |
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