-42.1%
PLUG vs AFRM
+8.5%
-50.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +1.3% |
| 7D | +2.8% | +3.1% | -0.3% | +1.3% |
| 30D | -22.8% | +1.1% | -23.9% | -23.3% |
| 3M | -32.4% | -3.2% | -29.2% | -32.0% |
| 6M | -53.4% | +12.7% | -66.0% | -57.0% |
| YTD | -25.9% | +1.6% | -27.4% | -31.3% |
| 1Y | -42.1% | +5.9% | -47.9% | -47.7% |
| All | -42.1% | +8.5% | -50.6% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling