+284.0%
APA vs PLUG
-99.1%
+383.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.3% | -1.6% |
| 7D | -15.6% | -4.9% | -10.7% | -15.3% |
| 30D | -0.9% | -27.4% | +26.5% | +1.7% |
| 3M | +26.1% | -35.7% | +61.8% | +30.5% |
| 6M | +6.1% | -59.3% | +65.4% | +13.5% |
| YTD | +82.8% | -31.5% | +114.3% | +84.0% |
| 1Y | +106.5% | -48.9% | +155.3% | +112.4% |
| 3Y | +21.9% | -79.6% | +101.5% | +22.6% |
| 5Y | +69.7% | -96.5% | +166.1% | +92.3% |
| 10Y | 0.0% | -4.9% | +4.9% | -21.3% |
| All | +284.0% | -99.1% | +383.2% | +160.2% |
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