-67.5%
PLUG vs AHR
+408.0%
-475.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -8.7% |
| 7D | -2.8% | +8.1% | -11.0% | -3.4% |
| 30D | -18.5% | +16.9% | -35.4% | -19.2% |
| 3M | -35.1% | +7.6% | -42.7% | -35.4% |
| 6M | -56.1% | +16.0% | -72.1% | -56.5% |
| YTD | -30.5% | +28.1% | -58.6% | -33.1% |
| 1Y | -46.5% | +22.8% | -69.3% | -48.0% |
| All | -67.5% | +408.0% | -475.5% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling