+443.7%
APLD vs PLUG
-91.6%
+535.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +0.9% |
| 7D | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | -11.7% | +3.3% | -15.1% | -12.6% |
| 3M | -40.3% | -39.7% | -0.5% | -29.7% |
| 6M | -8.0% | -12.5% | +4.5% | -3.2% |
| YTD | +7.5% | +10.2% | -2.6% | +4.7% |
| 1Y | +84.0% | +50.7% | +33.3% | +54.9% |
| 3Y | +356.2% | -74.5% | +430.7% | +460.8% |
| All | +443.7% | -91.6% | +535.4% | +884.1% |
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