+938.1%
AXP vs PLUG
-99.1%
+1,037.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.2% | -1.6% |
| 7D | +0.4% | -4.9% | +5.3% | +0.8% |
| 30D | +7.0% | -27.4% | +34.5% | +10.0% |
| 3M | -6.6% | -35.7% | +29.1% | -3.1% |
| 6M | +3.5% | -59.3% | +62.8% | +11.0% |
| YTD | -11.2% | -31.5% | +20.3% | -10.2% |
| 1Y | -10.2% | -48.9% | +38.7% | -7.1% |
| 3Y | +120.0% | -79.6% | +199.7% | +121.2% |
| 5Y | +95.6% | -96.5% | +192.0% | +122.4% |
| 10Y | +468.1% | -4.9% | +473.1% | +314.9% |
| All | +938.1% | -99.1% | +1,037.3% | +578.4% |
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