+219.8%
ARM vs PLUG
-83.8%
+303.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.8% | +12.2% |
| 7D | +6.0% | -6.8% | +12.9% | +7.4% |
| 30D | -20.3% | -16.0% | -4.3% | -17.9% |
| 3M | -24.4% | -38.7% | +14.4% | -18.0% |
| 6M | -4.4% | -61.4% | +57.0% | +10.4% |
| YTD | +86.0% | -31.0% | +117.0% | +96.5% |
| 1Y | +35.8% | -46.2% | +82.1% | +47.4% |
| 3Y | +289.1% | -61.5% | +350.5% | +300.3% |
| All | +219.8% | -83.8% | +303.6% | +268.8% |
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