+3,637.8%
ANET vs PLUG
+54.0%
+3,583.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.7% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -4.5% | -5.0% | +0.5% | -4.0% |
| 3M | +24.5% | -26.2% | +50.8% | +28.4% |
| 6M | +35.4% | -0.5% | +35.8% | +33.9% |
| YTD | +44.2% | +7.1% | +37.1% | +40.6% |
| 1Y | +25.4% | +46.5% | -21.1% | +14.9% |
| 3Y | +284.8% | -73.5% | +358.3% | +282.0% |
| 5Y | +761.7% | -91.3% | +853.0% | +836.0% |
| All | +3,637.8% | +54.0% | +3,583.7% | +2,908.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling