-50.2%
PLUG vs ACM
-46.0%
-4.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -6.8% | +3.0% | -9.9% | -7.5% |
| 30D | -16.0% | +19.7% | -35.7% | -19.3% |
| 3M | -38.7% | +5.3% | -44.1% | -39.7% |
| 6M | -61.4% | -10.8% | -50.6% | -59.9% |
| YTD | -31.0% | -25.1% | -5.9% | -20.8% |
| All | -50.2% | -46.0% | -4.2% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling