+333.0%
APP vs PLUG
-91.8%
+424.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.7% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -23.3% | +3.3% | -26.6% | -23.9% |
| 3M | -42.6% | -39.7% | -2.9% | -37.2% |
| 6M | -33.6% | -12.5% | -21.1% | -33.5% |
| YTD | -52.4% | +10.2% | -62.6% | -54.9% |
| 1Y | -35.9% | +50.7% | -86.6% | -46.2% |
| 3Y | +642.2% | -74.5% | +716.7% | +678.2% |
| All | +333.0% | -91.8% | +424.8% | +649.6% |
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 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