+249.6%
ALAB vs PLUG
-54.1%
+303.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.4% | +10.3% | +13.0% |
| 7D | -5.6% | +14.5% | -20.1% | -8.0% |
| 30D | -36.6% | -10.7% | -25.9% | -34.8% |
| 3M | -35.1% | -31.2% | -3.9% | -29.6% |
| 6M | +8.5% | -51.9% | +60.5% | +26.1% |
| YTD | +30.4% | -23.9% | +54.2% | +39.7% |
| 1Y | +31.0% | -43.4% | +74.4% | +45.5% |
| All | +249.6% | -54.1% | +303.7% | +182.1% |
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 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