-91.9%
PLUG vs AFRM
-23.1%
-68.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.5% | +3.9% |
| 7D | -0.9% | -7.0% | +6.0% | +1.7% |
| 30D | +3.3% | -7.8% | +11.1% | +6.3% |
| 3M | -39.7% | +5.3% | -45.0% | -41.5% |
| 6M | -12.5% | +42.6% | -55.1% | -25.4% |
| YTD | +10.2% | -2.8% | +12.9% | +8.6% |
| 1Y | +50.7% | -19.3% | +70.0% | +57.9% |
| 3Y | -74.5% | +231.0% | -305.5% | -87.4% |
| All | -91.9% | -23.1% | -68.8% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling