+312.8%
APA vs PLUG
-99.1%
+412.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +5.1% | -6.8% | +11.9% | +5.6% |
| 30D | +0.3% | -16.0% | +16.3% | +1.6% |
| 3M | +15.6% | -38.7% | +54.4% | +20.2% |
| 6M | +28.9% | -61.4% | +90.3% | +38.5% |
| YTD | +96.6% | -31.0% | +127.5% | +97.5% |
| 1Y | +95.5% | -46.2% | +141.8% | +100.2% |
| 3Y | +41.8% | -61.5% | +103.3% | +35.9% |
| 5Y | +85.4% | -96.9% | +182.3% | +112.2% |
| 10Y | +4.5% | -7.5% | +12.0% | -17.5% |
| All | +312.8% | -99.1% | +412.0% | +179.4% |
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 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