+400.4%
ALAB vs PLUG
-33.6%
+434.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +6.9% | +9.2% |
| 7D | +7.2% | -0.9% | +8.1% | +7.5% |
| 30D | -2.5% | +3.3% | -5.9% | -3.2% |
| 3M | -13.3% | -39.7% | +26.4% | -4.6% |
| 6M | +172.8% | -12.5% | +185.3% | +180.8% |
| YTD | +86.6% | +10.2% | +76.4% | +84.5% |
| 1Y | +65.2% | +50.7% | +14.5% | +47.9% |
| All | +400.4% | -33.6% | +434.0% | +272.6% |
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