+122.9%
APH vs PLUG
-91.8%
+214.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -47.8% |
| 7D | -48.7% | -4.4% | -44.3% | -48.5% |
| 30D | -51.9% | +3.3% | -55.3% | -52.1% |
| 3M | -43.6% | -39.7% | -3.8% | -41.4% |
| 6M | -37.5% | -12.5% | -25.0% | -37.5% |
| YTD | -38.6% | +10.2% | -48.8% | -40.1% |
| 1Y | -26.3% | +50.7% | -77.0% | -31.5% |
| 3Y | +89.2% | -74.5% | +163.7% | +94.8% |
| All | +122.9% | -91.8% | +214.7% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling