+296.4%
ARM vs PLUG
-74.1%
+370.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +3.5% |
| 7D | +5.5% | -0.9% | +6.4% | +5.6% |
| 30D | -8.2% | +3.3% | -11.5% | -8.7% |
| 3M | -35.9% | -39.7% | +3.8% | -31.1% |
| 6M | +103.1% | -12.5% | +115.6% | +106.3% |
| YTD | +130.6% | +10.2% | +120.5% | +125.4% |
| 1Y | +86.1% | +50.7% | +35.4% | +71.6% |
| All | +296.4% | -74.1% | +370.5% | +323.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling