+6,406.4%
AMD vs PLUG
+43.7%
+6,362.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.8% | +4.2% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | -0.9% | +3.3% | -4.3% | -1.6% |
| 3M | -8.7% | -39.7% | +31.0% | -0.6% |
| 6M | +136.3% | -12.5% | +148.8% | +138.4% |
| YTD | +123.0% | +10.2% | +112.8% | +114.3% |
| 1Y | +195.2% | +50.7% | +144.5% | +159.8% |
| 3Y | +336.3% | -74.5% | +410.8% | +338.7% |
| 5Y | +334.5% | -91.8% | +426.3% | +418.7% |
| All | +6,406.4% | +43.7% | +6,362.7% | +4,842.5% |
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