-98.6%
PLUG vs AFL
+1,468.6%
-1,567.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +3.3% | -6.2% | +9.5% | +6.4% |
| 3M | -39.7% | +2.2% | -41.9% | -41.1% |
| 6M | -12.5% | +5.3% | -17.8% | -16.0% |
| YTD | +10.2% | +8.0% | +2.2% | +3.8% |
| 1Y | +50.7% | +10.2% | +40.5% | +40.6% |
| 3Y | -74.5% | +67.1% | -141.6% | -81.7% |
| 5Y | -91.8% | +135.6% | -227.4% | -95.1% |
| 10Y | +43.7% | +299.4% | -255.7% | -36.2% |
| All | -98.6% | +1,468.6% | -1,567.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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