+2,705.6%
AMAT vs PLUG
-98.6%
+2,804.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 3M | -9.3% | -39.7% | +30.5% | -4.1% |
| 6M | +27.4% | -12.5% | +39.9% | +28.3% |
| YTD | +77.6% | +10.2% | +67.4% | +72.8% |
| 1Y | +188.9% | +50.7% | +138.2% | +166.7% |
| 3Y | +202.3% | -74.5% | +276.8% | +201.3% |
| 5Y | +248.9% | -91.8% | +340.7% | +278.9% |
| 10Y | +1,585.2% | +43.7% | +1,541.5% | +1,143.4% |
| All | +2,705.6% | -98.6% | +2,804.3% | +1,834.0% |
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 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