+306.4%
APH vs PLUG
-96.5%
+402.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.7% | -0.2% |
| 7D | -5.0% | -2.8% | -2.2% | -4.8% |
| 30D | -8.4% | -18.5% | +10.1% | -6.7% |
| 3M | -4.5% | -35.1% | +30.6% | -1.0% |
| 6M | +25.3% | -56.1% | +81.4% | +33.3% |
| YTD | +18.9% | -30.5% | +49.4% | +20.5% |
| 1Y | +11.9% | -46.5% | +58.4% | +15.6% |
| 3Y | +278.0% | -61.2% | +339.1% | +262.9% |
| 5Y | +306.4% | -96.6% | +403.0% | +416.8% |
| All | +306.4% | -96.5% | +402.9% | +416.8% |
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