+154.5%
AMGN vs PLUG
-96.4%
+250.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.2% |
| 7D | -1.2% | +5.8% | -7.0% | -1.4% |
| 30D | +11.5% | -18.5% | +30.0% | +12.1% |
| 3M | +14.4% | -30.0% | +44.3% | +15.4% |
| 6M | +40.9% | -56.2% | +97.1% | +43.8% |
| YTD | +43.5% | -26.4% | +69.9% | +43.2% |
| 1Y | +49.9% | -42.2% | +92.2% | +50.7% |
| 3Y | +84.6% | -76.8% | +161.5% | +83.3% |
| All | +154.5% | -96.4% | +250.9% | +171.4% |
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 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