-5.6%
ARM vs PLUG
-52.8%
+47.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | -7.4% |
| 7D | -18.7% | +2.8% | -21.5% | -20.1% |
| 30D | -36.7% | -22.8% | -13.9% | -26.2% |
| 3M | -31.6% | -32.4% | +0.8% | -14.4% |
| 6M | -5.6% | -53.4% | +47.7% | +42.5% |
| All | -5.6% | -52.8% | +47.1% | +42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling