+242.5%
APLD vs PLUG
-94.4%
+336.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.3% | -7.9% |
| 7D | -18.5% | +2.8% | -21.4% | -19.2% |
| 30D | -32.8% | -22.8% | -10.0% | -26.4% |
| 3M | -46.9% | -32.4% | -14.5% | -39.1% |
| 6M | -53.4% | -53.4% | 0.0% | -39.3% |
| YTD | -32.3% | -25.9% | -6.4% | -24.3% |
| 1Y | -46.5% | -42.1% | -4.5% | -36.4% |
| 3Y | +204.2% | -77.9% | +282.2% | +279.9% |
| All | +242.5% | -94.4% | +336.9% | +611.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling