+174.6%
ARM vs PLUG
-82.7%
+257.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.4% | -2.7% | +3.5% |
| 7D | -15.2% | +5.8% | -21.1% | -15.9% |
| 30D | -40.7% | -18.5% | -22.1% | -38.6% |
| 3M | -39.1% | -30.0% | -9.1% | -35.4% |
| 6M | -26.4% | -56.2% | +29.8% | -16.6% |
| YTD | +59.7% | -26.4% | +86.1% | +67.0% |
| 1Y | +10.3% | -42.2% | +52.6% | +18.3% |
| 3Y | +228.9% | -76.8% | +305.7% | +251.9% |
| All | +174.6% | -82.7% | +257.3% | +213.4% |
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