-95.7%
PLUG vs ACM
+233.2%
-329.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.2% | -5.4% | -6.2% |
| 7D | -4.9% | +5.1% | -10.0% | -7.9% |
| 30D | -27.4% | +11.5% | -38.9% | -32.3% |
| 3M | -35.7% | -10.5% | -25.3% | -32.3% |
| 6M | -59.3% | -20.4% | -39.0% | -54.8% |
| YTD | -31.5% | -28.9% | -2.6% | -18.8% |
| 1Y | -48.9% | -48.7% | -0.2% | -24.9% |
| 3Y | -79.6% | -12.5% | -67.1% | -79.1% |
| 5Y | -96.5% | +0.5% | -97.0% | -96.5% |
| 10Y | -4.9% | +161.2% | -166.1% | -49.2% |
| All | -95.7% | +233.2% | -329.0% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling