-55.4%
APP vs PLUG
-44.1%
-11.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +9.9% |
| 7D | +4.5% | +2.8% | +1.7% | +4.0% |
| 30D | -3.6% | -22.8% | +19.1% | +1.3% |
| 3M | -35.3% | -32.4% | -2.8% | -30.4% |
| 6M | -42.8% | -53.4% | +10.6% | -34.9% |
| YTD | -59.7% | -25.9% | -33.8% | -58.9% |
| 1Y | -55.4% | -42.1% | -13.3% | -53.2% |
| All | -55.4% | -44.1% | -11.3% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling