+951.3%
APH vs PLUG
+25.0%
+926.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.4% | +4.8% | +7.9% |
| 7D | +1.1% | +14.5% | -13.4% | 0.0% |
| 30D | -7.5% | -10.7% | +3.2% | -6.6% |
| 3M | -4.4% | -31.2% | +26.8% | -1.5% |
| 6M | +26.5% | -51.9% | +78.4% | +33.5% |
| YTD | +20.0% | -23.9% | +43.9% | +20.7% |
| 1Y | +16.9% | -43.4% | +60.3% | +20.0% |
| 3Y | +288.5% | -74.7% | +363.2% | +286.7% |
| 5Y | +310.3% | -96.3% | +406.6% | +369.5% |
| 10Y | +951.3% | +20.0% | +931.3% | +786.1% |
| All | +951.3% | +25.0% | +926.3% | +786.1% |
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 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