+234.5%
ALNY vs PLUG
+54.0%
+180.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.8% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +11.9% | -5.0% | +16.8% | +12.3% |
| 3M | -15.0% | -26.2% | +11.2% | -13.1% |
| 6M | -23.2% | -0.5% | -22.8% | -24.6% |
| YTD | -37.8% | +7.1% | -44.9% | -39.9% |
| 1Y | -47.3% | +46.5% | -93.8% | -51.9% |
| 3Y | +22.9% | -73.5% | +96.4% | +21.3% |
| 5Y | +30.6% | -91.3% | +121.8% | +40.6% |
| All | +234.5% | +54.0% | +180.5% | +139.2% |
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