+857.2%
APO vs PLUG
+6.6%
+850.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.9% | -1.2% |
| 7D | +0.8% | +5.8% | -5.1% | +0.1% |
| 30D | +1.0% | -18.5% | +19.6% | +3.1% |
| 3M | -8.4% | -30.0% | +21.6% | -5.2% |
| 6M | -9.1% | -56.2% | +47.1% | -2.0% |
| YTD | -18.3% | -26.4% | +8.1% | -18.0% |
| 1Y | -8.0% | -42.2% | +34.2% | -5.5% |
| 3Y | +47.1% | -76.8% | +123.9% | +46.3% |
| 5Y | +67.2% | -96.2% | +163.4% | +100.4% |
| All | +857.2% | +6.6% | +850.6% | +671.3% |
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 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