+446.2%
APP vs PLUG
-95.3%
+541.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.5% | +38.6% | +32.4% |
| 7D | +39.7% | -4.9% | +44.6% | +40.6% |
| 30D | +27.7% | -27.4% | +55.2% | +35.2% |
| 3M | -14.8% | -35.7% | +20.9% | -8.0% |
| 6M | -25.5% | -59.3% | +33.8% | -13.5% |
| YTD | -47.2% | -31.5% | -15.7% | -45.4% |
| 1Y | -42.3% | -48.9% | +6.6% | -37.5% |
| 3Y | +806.8% | -79.6% | +886.4% | +842.1% |
| 5Y | +261.6% | -96.5% | +358.1% | +555.7% |
| All | +446.2% | -95.3% | +541.5% | +785.7% |
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