+192.2%
APLD vs PLUG
-94.8%
+287.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.5% | -7.2% | -12.2% |
| 7D | -27.0% | -4.9% | -22.1% | -25.4% |
| 30D | -44.1% | -27.4% | -16.7% | -37.3% |
| 3M | -52.6% | -35.7% | -16.8% | -44.5% |
| 6M | -64.5% | -59.3% | -5.1% | -51.6% |
| YTD | -42.2% | -31.5% | -10.7% | -33.5% |
| 1Y | -57.2% | -48.9% | -8.3% | -46.9% |
| 3Y | +159.5% | -79.6% | +239.1% | +233.7% |
| All | +192.2% | -94.8% | +287.0% | +524.7% |
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