+5,710.3%
AMD vs PLUG
-0.7%
+5,711.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.5% | -9.7% | -15.9% |
| 7D | -28.6% | -4.9% | -23.7% | -27.8% |
| 30D | -37.7% | -27.4% | -10.3% | -34.0% |
| 3M | -16.1% | -35.7% | +19.6% | -9.3% |
| 6M | +13.8% | -59.3% | +73.2% | +32.2% |
| YTD | +88.8% | -31.5% | +120.3% | +97.4% |
| 1Y | +57.8% | -48.9% | +106.6% | +72.2% |
| 3Y | +260.3% | -79.6% | +339.9% | +277.3% |
| 5Y | +196.6% | -96.5% | +293.1% | +310.4% |
| All | +5,710.3% | -0.7% | +5,711.1% | +4,682.8% |
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