+1,162.1%
AMAT vs PLUG
+6.6%
+1,155.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.4% | -3.2% | +3.1% |
| 7D | -14.7% | +5.8% | -20.5% | -15.4% |
| 30D | -36.1% | -18.5% | -17.6% | -34.0% |
| 3M | -36.9% | -30.0% | -6.9% | -33.5% |
| 6M | -22.2% | -56.2% | +34.0% | -12.6% |
| YTD | +29.9% | -26.4% | +56.3% | +32.9% |
| 1Y | +43.3% | -42.2% | +85.5% | +50.7% |
| 3Y | +142.7% | -76.8% | +219.5% | +146.8% |
| 5Y | +126.2% | -96.2% | +222.4% | +191.7% |
| All | +1,162.1% | +6.6% | +1,155.5% | +978.4% |
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