+189.3%
ALAB vs PLUG
-58.7%
+248.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -7.5% | -12.1% | -18.0% |
| 7D | -38.2% | -4.9% | -33.3% | -37.3% |
| 30D | -54.0% | -27.4% | -26.5% | -50.5% |
| 3M | -43.6% | -35.7% | -7.9% | -38.0% |
| 6M | -16.8% | -59.3% | +42.5% | -0.1% |
| YTD | +7.9% | -31.5% | +39.4% | +18.2% |
| 1Y | -1.4% | -48.9% | +47.5% | +12.0% |
| All | +189.3% | -58.7% | +248.0% | +138.7% |
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