+46.1%
ASML vs PLUG
-44.1%
+90.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.2% |
| 7D | -10.0% | +2.8% | -12.8% | -10.5% |
| 30D | -19.4% | -22.8% | +3.3% | -16.0% |
| 3M | -12.5% | -32.4% | +19.9% | -6.8% |
| 6M | +8.2% | -53.4% | +61.6% | +19.9% |
| YTD | +40.7% | -25.9% | +66.6% | +46.9% |
| 1Y | +46.1% | -42.1% | +88.2% | +54.2% |
| All | +46.1% | -44.1% | +90.2% | +54.2% |
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