+43.3%
AMAT vs PLUG
-45.5%
+88.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.4% | -3.2% | +2.6% |
| 7D | -14.7% | +5.8% | -20.5% | -15.6% |
| 30D | -36.1% | -18.5% | -17.6% | -33.4% |
| 3M | -36.9% | -30.0% | -6.9% | -32.4% |
| 6M | -22.2% | -56.2% | +34.0% | -12.2% |
| YTD | +29.9% | -26.4% | +56.3% | +40.4% |
| 1Y | +43.3% | -42.2% | +85.5% | +56.0% |
| All | +43.3% | -45.5% | +88.7% | +56.0% |
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