+373.4%
APLD vs PLUG
-74.3%
+447.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +1.0% |
| 7D | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | -11.7% | +3.3% | -15.1% | -12.4% |
| 3M | -40.3% | -39.7% | -0.5% | -31.6% |
| 6M | -8.0% | -12.5% | +4.5% | -3.6% |
| YTD | +7.5% | +10.2% | -2.6% | +6.3% |
| 1Y | +84.0% | +50.7% | +33.3% | +64.4% |
| All | +373.4% | -74.3% | +447.7% | +533.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling