+213.0%
ALNY vs PLUG
-16.2%
+229.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.8% | +6.8% | -1.2% |
| 7D | 0.0% | -8.1% | +8.1% | +0.7% |
| 30D | -30.0% | -20.5% | -9.5% | -28.6% |
| 3M | -30.1% | -45.9% | +15.8% | -26.2% |
| 6M | -46.4% | -65.2% | +18.8% | -41.6% |
| YTD | -60.6% | -37.1% | -23.6% | -60.1% |
| 1Y | -65.4% | -54.6% | -10.8% | -63.9% |
| 3Y | -3.2% | -64.9% | +61.6% | -8.4% |
| 5Y | -8.3% | -97.1% | +88.8% | +12.1% |
| All | +213.0% | -16.2% | +229.3% | +139.3% |
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