+7,765.4%
AMD vs PLUG
-25.0%
+7,790.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -10.5% | +1.7% | -6.9% |
| 7D | +18.9% | -23.4% | +42.4% | +24.5% |
| 30D | -6.4% | -23.4% | +17.0% | -1.7% |
| 3M | +10.6% | -51.7% | +62.3% | +25.6% |
| 6M | +19.9% | -72.0% | +91.8% | +48.7% |
| YTD | +149.4% | -43.7% | +193.0% | +169.6% |
| 1Y | +115.4% | -55.4% | +170.8% | +140.8% |
| 3Y | +357.3% | -68.0% | +425.3% | +348.2% |
| 5Y | +261.1% | -97.4% | +358.5% | +426.7% |
| All | +7,765.4% | -25.0% | +7,790.4% | +7,158.5% |
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