-98.1%
PLUG vs AFRM
-23.4%
-74.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -60.7% |
| YTD | -31.5% | -6.4% | -25.1% | -31.7% |
| 1Y | -48.9% | -2.6% | -46.3% | -49.9% |
| 3Y | -79.6% | +210.6% | -290.2% | -88.9% |
| 5Y | -96.5% | -57.6% | -38.9% | -97.5% |
| All | -98.1% | -23.4% | -74.7% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling