+43.7%
PLUG vs ACM
+127.0%
-83.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | -0.9% | -3.7% | +2.8% | +1.8% |
| 30D | +3.3% | -11.1% | +14.4% | +10.3% |
| 3M | -39.7% | -8.0% | -31.7% | -38.0% |
| 6M | -12.5% | -29.7% | +17.2% | +8.5% |
| YTD | +10.2% | -29.4% | +39.5% | +34.8% |
| 1Y | +50.7% | -46.4% | +97.1% | +129.3% |
| 3Y | -74.5% | -22.3% | -52.2% | -71.3% |
| 5Y | -91.8% | +4.5% | -96.2% | -92.2% |
| All | +43.7% | +127.0% | -83.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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