+199.0%
AMD vs PLUG
-96.4%
+295.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.4% | +3.6% | +9.6% |
| 7D | -11.0% | +5.8% | -16.9% | -11.7% |
| 30D | -30.5% | -18.5% | -11.9% | -27.5% |
| 3M | -8.2% | -30.0% | +21.7% | -1.7% |
| 6M | +6.6% | -56.2% | +62.8% | +23.3% |
| YTD | +109.7% | -26.4% | +136.1% | +117.2% |
| 1Y | +88.9% | -42.2% | +131.1% | +103.0% |
| 3Y | +301.8% | -76.8% | +378.7% | +323.1% |
| All | +199.0% | -96.4% | +295.4% | +492.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling