+528.8%
APP vs PLUG
-94.8%
+623.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +4.2% |
| 7D | +79.2% | +14.5% | +64.7% | +74.2% |
| 30D | +48.0% | -10.7% | +58.7% | +50.8% |
| 3M | +18.2% | -31.2% | +49.4% | +26.0% |
| 6M | -12.5% | -51.9% | +39.4% | -1.3% |
| YTD | -39.2% | -23.9% | -15.3% | -38.3% |
| 1Y | -33.9% | -43.4% | +9.5% | -29.6% |
| 3Y | +933.3% | -74.7% | +1,008.0% | +910.4% |
| 5Y | +295.9% | -96.3% | +392.2% | +610.4% |
| All | +528.8% | -94.8% | +623.6% | +900.6% |
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