-42.2%
PLUG vs ALK
-6.6%
-35.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +5.8% | +9.0% | -3.2% | +2.7% |
| 30D | -18.5% | -1.6% | -16.9% | -18.2% |
| 3M | -30.0% | -23.2% | -6.8% | -24.2% |
| 6M | -56.2% | -3.9% | -52.3% | -56.6% |
| YTD | -26.4% | -22.6% | -3.8% | -19.4% |
| 1Y | -42.2% | -5.3% | -36.9% | -50.4% |
| All | -42.2% | -6.6% | -35.6% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling