-11.2%
AXP vs PLUG
-45.5%
+34.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.7% |
| 7D | +0.6% | +5.8% | -5.3% | +0.2% |
| 30D | +5.8% | -18.5% | +24.4% | +7.2% |
| 3M | -6.0% | -30.0% | +23.9% | -3.9% |
| 6M | +0.3% | -56.2% | +56.5% | +5.3% |
| YTD | -12.3% | -26.4% | +14.1% | -14.8% |
| 1Y | -11.2% | -42.2% | +31.0% | -10.9% |
| All | -11.2% | -45.5% | +34.2% | -10.9% |
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 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