+1,553.7%
ASML vs PLUG
-1.4%
+1,555.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.3% | +0.8% |
| 7D | -2.9% | -2.8% | 0.0% | -2.5% |
| 30D | -15.2% | -18.5% | +3.3% | -12.8% |
| 3M | -12.9% | -35.1% | +22.2% | -7.8% |
| 6M | -5.0% | -56.1% | +51.1% | +5.4% |
| YTD | +41.8% | -30.5% | +72.3% | +45.4% |
| 1Y | +46.0% | -46.5% | +92.5% | +54.3% |
| 3Y | +133.5% | -61.2% | +194.7% | +123.9% |
| 5Y | +93.0% | -96.6% | +189.6% | +144.3% |
| All | +1,553.7% | -1.4% | +1,555.1% | +1,305.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling