+119.7%
AXP vs PLUG
-79.9%
+199.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.2% | -2.0% |
| 7D | +0.4% | -4.9% | +5.3% | +0.6% |
| 30D | +7.0% | -27.4% | +34.5% | +8.4% |
| 3M | -6.6% | -35.7% | +29.1% | -4.9% |
| 6M | +3.5% | -59.3% | +62.8% | +7.0% |
| YTD | -11.2% | -31.5% | +20.3% | -10.8% |
| 1Y | -10.2% | -48.9% | +38.7% | -8.8% |
| All | +119.7% | -79.9% | +199.6% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling