+1,587.5%
AMAT vs PLUG
+43.7%
+1,543.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.9% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -14.8% | +3.3% | -18.1% | -15.3% |
| 3M | -9.3% | -39.7% | +30.5% | -2.5% |
| 6M | +27.4% | -12.5% | +39.9% | +28.5% |
| YTD | +77.6% | +10.2% | +67.4% | +71.1% |
| 1Y | +188.9% | +50.7% | +138.2% | +158.8% |
| 3Y | +202.3% | -74.5% | +276.8% | +203.4% |
| 5Y | +248.9% | -91.8% | +340.7% | +299.0% |
| All | +1,587.5% | +43.7% | +1,543.8% | +1,236.5% |
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