+1,111.0%
AMAT vs PLUG
-0.7%
+1,111.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.5% | -6.0% | -12.4% |
| 7D | -24.3% | -4.9% | -19.4% | -23.6% |
| 30D | -39.8% | -27.4% | -12.4% | -36.8% |
| 3M | -40.2% | -35.7% | -4.5% | -36.2% |
| 6M | -22.1% | -59.3% | +37.2% | -11.6% |
| YTD | +24.7% | -31.5% | +56.1% | +28.9% |
| 1Y | +33.3% | -48.9% | +82.1% | +42.8% |
| 3Y | +133.9% | -79.6% | +213.5% | +142.7% |
| 5Y | +117.1% | -96.5% | +213.5% | +183.0% |
| All | +1,111.0% | -0.7% | +1,111.8% | +945.9% |
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