+938.7%
AXP vs PLUG
-98.6%
+1,037.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.4% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | -6.5% | +3.3% | -9.9% | -6.9% |
| 3M | +4.6% | -39.7% | +44.4% | +9.0% |
| 6M | +5.4% | -12.5% | +17.9% | +5.2% |
| YTD | -11.1% | +10.2% | -21.3% | -13.8% |
| 1Y | -0.3% | +50.7% | -51.0% | -7.8% |
| 3Y | +111.6% | -74.5% | +186.1% | +108.6% |
| 5Y | +117.6% | -91.8% | +209.4% | +128.6% |
| 10Y | +474.1% | +43.7% | +430.4% | +304.2% |
| All | +938.7% | -98.6% | +1,037.4% | +551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling