-96.5%
PLUG vs ACM
+1.8%
-98.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.2% | -5.4% | -5.8% |
| 7D | -4.9% | +5.1% | -10.0% | -8.7% |
| 30D | -27.4% | +11.5% | -38.9% | -33.6% |
| 3M | -35.7% | -10.5% | -25.3% | -31.0% |
| 6M | -59.3% | -20.4% | -39.0% | -52.6% |
| YTD | -31.5% | -28.9% | -2.6% | -12.3% |
| 1Y | -48.9% | -48.7% | -0.2% | -5.8% |
| 3Y | -79.6% | -12.5% | -67.1% | -81.9% |
| 5Y | -96.5% | +0.5% | -97.0% | -97.4% |
| All | -96.5% | +1.8% | -98.3% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling