-76.8%
PLUG vs ACM
-12.3%
-64.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | +5.4% | +0.5% | +3.3% |
| 30D | -18.5% | +15.1% | -33.7% | -23.8% |
| 3M | -30.0% | -10.5% | -19.5% | -26.6% |
| 6M | -56.2% | -19.7% | -36.5% | -51.4% |
| YTD | -26.4% | -28.8% | +2.4% | -11.8% |
| 1Y | -42.2% | -47.9% | +5.6% | -11.5% |
| 3Y | -76.8% | -12.4% | -64.5% | -78.0% |
| All | -76.8% | -12.3% | -64.5% | -78.0% |
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