-13.5%
AMT vs PLUG
-97.5%
+84.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.5% | +11.5% | +1.5% |
| 7D | +1.5% | -23.4% | +25.0% | +2.8% |
| 30D | +6.8% | -23.4% | +30.3% | +8.1% |
| 3M | +11.2% | -51.7% | +62.9% | +15.2% |
| 6M | +12.5% | -72.0% | +84.4% | +19.6% |
| YTD | +12.5% | -43.7% | +56.2% | +13.5% |
| 1Y | +10.1% | -55.4% | +65.5% | +12.5% |
| 3Y | +16.0% | -68.0% | +84.0% | +12.4% |
| All | -13.5% | -97.5% | +84.0% | +7.7% |
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