+129.1%
ASML vs PLUG
+45.6%
+83.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.8% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +2.2% | +3.3% | -1.1% | +1.7% |
| 3M | -2.3% | -39.7% | +37.4% | +2.9% |
| 6M | +23.0% | -12.5% | +35.5% | +23.7% |
| YTD | +61.1% | +10.2% | +50.9% | +57.7% |
| 1Y | +129.1% | +50.7% | +78.4% | +125.4% |
| All | +129.1% | +45.6% | +83.5% | +125.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling