+36.1%
ALNY vs PLUG
-91.4%
+127.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.5% |
| 7D | -3.5% | +3.8% | -7.3% | -3.8% |
| 30D | +18.9% | +2.8% | +16.1% | +18.6% |
| 3M | -13.3% | -25.4% | +12.1% | -11.9% |
| 6M | -20.3% | -0.5% | -19.8% | -21.3% |
| YTD | -35.1% | +10.2% | -45.3% | -36.9% |
| 1Y | -46.5% | +53.9% | -100.4% | -50.3% |
| 3Y | +28.1% | -72.7% | +100.8% | +31.8% |
| 5Y | +36.1% | -91.4% | +127.5% | +45.0% |
| All | +36.1% | -91.4% | +127.5% | +45.0% |
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