+214.0%
ARM vs PLUG
-79.9%
+293.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.5% | -5.5% | -11.9% |
| 7D | -27.1% | -4.9% | -22.2% | -26.4% |
| 30D | -44.9% | -27.4% | -17.5% | -41.9% |
| 3M | -39.3% | -35.7% | -3.6% | -34.8% |
| 6M | -20.2% | -59.3% | +39.2% | -8.9% |
| YTD | +52.5% | -31.5% | +84.0% | +61.2% |
| 1Y | +4.1% | -48.9% | +52.9% | +13.4% |
| All | +214.0% | -79.9% | +293.8% | +232.0% |
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