+61.4%
AMAT vs PLUG
-44.1%
+105.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -4.0% |
| 7D | -11.2% | +2.8% | -14.0% | -11.8% |
| 30D | -31.9% | -22.8% | -9.1% | -28.3% |
| 3M | -32.3% | -32.4% | +0.1% | -27.1% |
| 6M | -5.4% | -53.4% | +48.0% | +6.4% |
| YTD | +44.3% | -25.9% | +70.1% | +54.6% |
| 1Y | +61.4% | -42.1% | +103.4% | +76.0% |
| All | +61.4% | -44.1% | +105.4% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling