+1,186.4%
AMT vs PLUG
-98.6%
+1,285.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.3% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | +4.6% | +3.3% | +1.3% | +4.2% |
| 3M | -8.4% | -39.7% | +31.3% | -5.0% |
| 6M | -6.0% | -12.5% | +6.5% | -6.3% |
| YTD | +2.1% | +10.2% | -8.0% | -1.0% |
| 1Y | -6.4% | +50.7% | -57.1% | -13.5% |
| 3Y | +8.1% | -74.5% | +82.6% | +6.2% |
| 5Y | -31.9% | -91.8% | +59.9% | -29.3% |
| 10Y | +97.1% | +43.7% | +53.4% | +34.8% |
| All | +1,186.4% | -98.6% | +1,285.0% | +758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling