+203.0%
AMAT vs PLUG
-74.3%
+277.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +4.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -14.8% | +3.3% | -18.1% | -15.1% |
| 3M | -9.3% | -39.7% | +30.5% | -5.3% |
| 6M | +27.4% | -12.5% | +39.9% | +28.2% |
| YTD | +77.6% | +10.2% | +67.4% | +74.5% |
| 1Y | +188.9% | +50.7% | +138.2% | +174.6% |
| All | +203.0% | -74.3% | +277.3% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling