-78.4%
PLUG vs ACM
-12.3%
-66.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.2% | -5.4% | -6.5% |
| 7D | -4.9% | +5.1% | -10.0% | -7.1% |
| 30D | -27.4% | +11.5% | -38.9% | -31.1% |
| 3M | -35.7% | -10.5% | -25.3% | -32.7% |
| 6M | -59.3% | -20.4% | -39.0% | -54.6% |
| YTD | -31.5% | -28.9% | -2.6% | -17.9% |
| 1Y | -48.9% | -48.7% | -0.2% | -20.6% |
| All | -78.4% | -12.3% | -66.1% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling