-76.8%
PLUG vs AFRM
+203.8%
-280.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.7% |
| 3M | -30.0% | -11.1% | -18.9% | -27.5% |
| 6M | -56.2% | +3.9% | -60.1% | -57.5% |
| YTD | -26.4% | -8.5% | -17.9% | -26.3% |
| 1Y | -42.2% | +3.3% | -45.5% | -44.6% |
| 3Y | -76.8% | +213.7% | -290.6% | -94.4% |
| All | -76.8% | +203.8% | -280.6% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling