-78.4%
PLUG vs AFRM
+210.7%
-289.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.8% | +0.3% | -4.7% |
| 7D | -4.9% | -6.9% | +2.0% | -2.4% |
| 30D | -27.4% | -7.0% | -20.4% | -25.6% |
| 3M | -35.7% | -11.2% | -24.5% | -33.4% |
| 6M | -59.3% | +4.3% | -63.6% | -60.6% |
| YTD | -31.5% | -6.4% | -25.1% | -31.9% |
| 1Y | -48.9% | -2.6% | -46.3% | -50.0% |
| All | -78.4% | +210.7% | -289.1% | -94.8% |
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