-20.6%
AMT vs PLUG
-96.4%
+75.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.1% |
| 7D | +0.4% | +14.5% | -14.1% | -0.4% |
| 30D | +3.7% | -10.7% | +14.4% | +4.2% |
| 3M | +10.7% | -31.2% | +41.9% | +12.7% |
| 6M | +9.3% | -51.9% | +61.2% | +12.8% |
| YTD | +10.9% | -23.9% | +34.8% | +10.3% |
| 1Y | +10.5% | -43.4% | +53.9% | +11.7% |
| 3Y | +15.5% | -74.7% | +90.3% | +16.1% |
| 5Y | -20.6% | -96.3% | +75.7% | -4.8% |
| All | -20.6% | -96.4% | +75.8% | -4.8% |
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