-46.7%
PLUG vs AFRM
-13.0%
-33.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.1% | -5.9% | -7.6% |
| 7D | -3.2% | -8.4% | +5.2% | +0.9% |
| 30D | -18.7% | -18.3% | -0.5% | -10.9% |
| 3M | -35.3% | -12.7% | -22.6% | -31.7% |
| 6M | -56.2% | +3.0% | -59.3% | -58.0% |
| YTD | -30.7% | -11.4% | -19.3% | -31.8% |
| 1Y | -46.7% | -13.3% | -33.4% | -45.6% |
| All | -46.7% | -13.0% | -33.7% | -45.6% |
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 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