-97.9%
PLUG vs AFRM
-25.1%
-72.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +8.2% |
| 7D | +5.8% | -7.3% | +13.1% | +8.7% |
| 30D | -18.5% | -9.6% | -9.0% | -15.6% |
| 3M | -30.0% | -11.1% | -18.9% | -27.5% |
| 6M | -56.2% | +3.9% | -60.1% | -57.6% |
| YTD | -26.4% | -8.5% | -17.9% | -26.1% |
| 1Y | -42.2% | +3.3% | -45.5% | -44.6% |
| 3Y | -76.8% | +213.7% | -290.6% | -87.5% |
| 5Y | -96.2% | -58.5% | -37.7% | -97.3% |
| All | -97.9% | -25.1% | -72.8% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling