+2,179.3%
AMAT vs PLUG
-99.1%
+2,278.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.7% |
| 7D | -11.2% | +2.8% | -14.0% | -11.5% |
| 30D | -31.9% | -22.8% | -9.1% | -29.9% |
| 3M | -32.3% | -32.4% | +0.1% | -29.5% |
| 6M | -5.4% | -53.4% | +48.0% | +2.4% |
| YTD | +44.3% | -25.9% | +70.1% | +46.5% |
| 1Y | +61.4% | -42.1% | +103.4% | +67.5% |
| 3Y | +170.6% | -77.9% | +248.5% | +175.0% |
| 5Y | +156.4% | -96.4% | +252.8% | +204.2% |
| 10Y | +1,356.4% | +2.8% | +1,353.6% | +1,017.1% |
| All | +2,179.3% | -99.1% | +2,278.3% | +1,540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling