+6,351.7%
AMD vs PLUG
+6.6%
+6,345.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.4% | +3.6% | +9.7% |
| 7D | -11.0% | +5.8% | -16.9% | -11.6% |
| 30D | -30.5% | -18.5% | -11.9% | -27.7% |
| 3M | -8.2% | -30.0% | +21.7% | -2.2% |
| 6M | +6.6% | -56.2% | +62.8% | +22.2% |
| YTD | +109.7% | -26.4% | +136.1% | +116.6% |
| 1Y | +88.9% | -42.2% | +131.1% | +102.0% |
| 3Y | +301.8% | -76.8% | +378.7% | +311.2% |
| 5Y | +229.4% | -96.2% | +325.6% | +350.4% |
| All | +6,351.7% | +6.6% | +6,345.1% | +5,148.4% |
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 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