-97.8%
PLUG vs AFRM
-25.2%
-72.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.6% | +3.5% |
| 7D | +14.5% | -7.5% | +22.0% | +17.8% |
| 30D | -10.7% | -15.7% | +5.0% | -5.0% |
| 3M | -31.2% | -9.6% | -21.6% | -29.2% |
| 6M | -51.9% | +6.3% | -58.2% | -53.8% |
| YTD | -23.9% | -8.6% | -15.3% | -23.5% |
| 1Y | -43.4% | -7.6% | -35.8% | -43.4% |
| 3Y | -74.7% | +173.7% | -248.4% | -85.6% |
| 5Y | -96.3% | -56.9% | -39.4% | -97.4% |
| All | -97.8% | -25.2% | -72.7% | -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