+301.8%
AMD vs PLUG
-78.4%
+380.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.4% | +3.6% | +10.1% |
| 7D | -11.0% | +5.8% | -16.9% | -11.5% |
| 30D | -30.5% | -18.5% | -11.9% | -28.6% |
| 3M | -8.2% | -30.0% | +21.7% | -4.2% |
| 6M | +6.6% | -56.2% | +62.8% | +16.3% |
| YTD | +109.7% | -26.4% | +136.1% | +116.0% |
| 1Y | +88.9% | -42.2% | +131.1% | +98.1% |
| 3Y | +301.8% | -76.8% | +378.7% | +292.2% |
| All | +301.8% | -78.4% | +380.2% | +292.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling