+1,059.7%
APH vs PLUG
+43.7%
+1,016.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.6% |
| 7D | +5.0% | -0.9% | +5.9% | +5.0% |
| 30D | -3.9% | +3.3% | -7.2% | -4.2% |
| 3M | +13.0% | -39.7% | +52.7% | +17.5% |
| 6M | +25.2% | -12.5% | +37.7% | +25.3% |
| YTD | +22.9% | +10.2% | +12.8% | +19.9% |
| 1Y | +47.8% | +50.7% | -2.9% | +37.8% |
| 3Y | +283.0% | -74.5% | +357.5% | +282.6% |
| 5Y | +349.7% | -91.8% | +441.4% | +379.4% |
| All | +1,059.7% | +43.7% | +1,016.0% | +850.1% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling