+268.0%
APH vs PLUG
-96.6%
+364.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.5% | -1.8% | -8.7% |
| 7D | -12.7% | -4.9% | -7.8% | -12.3% |
| 30D | -19.2% | -27.4% | +8.3% | -16.9% |
| 3M | -16.7% | -35.7% | +19.0% | -13.6% |
| 6M | +5.1% | -59.3% | +64.5% | +12.6% |
| YTD | +6.6% | -31.5% | +38.0% | +8.2% |
| 1Y | +3.9% | -48.9% | +52.8% | +7.7% |
| 3Y | +246.0% | -79.6% | +325.6% | +258.7% |
| 5Y | +268.0% | -96.5% | +364.5% | +363.2% |
| All | +268.0% | -96.6% | +364.6% | +363.2% |
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 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