+269.3%
APLD vs PLUG
-94.8%
+364.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.6% |
| 7D | +7.8% | -6.8% | +14.7% | +10.7% |
| 30D | -23.0% | -16.0% | -6.9% | -17.7% |
| 3M | -39.7% | -38.7% | -0.9% | -28.3% |
| 6M | -59.8% | -61.4% | +1.5% | -44.4% |
| YTD | -27.0% | -31.0% | +4.0% | -16.2% |
| 1Y | -37.3% | -46.2% | +8.9% | -23.3% |
| 3Y | +281.9% | -61.5% | +343.3% | +290.8% |
| All | +269.3% | -94.8% | +364.0% | +687.4% |
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