-99.1%
PLUG vs ALK
+349.7%
-448.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.2% | 0.0% |
| 7D | +2.8% | +12.4% | -9.6% | -2.5% |
| 30D | -22.8% | +2.1% | -24.8% | -23.8% |
| 3M | -32.4% | -23.9% | -8.5% | -25.1% |
| 6M | -53.4% | +8.2% | -61.6% | -56.2% |
| YTD | -25.9% | -20.5% | -5.4% | -22.3% |
| 1Y | -42.1% | -1.0% | -41.0% | -44.3% |
| 3Y | -77.9% | +19.2% | -97.1% | -81.7% |
| 5Y | -96.4% | -28.2% | -68.1% | -96.2% |
| 10Y | +2.8% | -39.2% | +42.0% | +3.5% |
| All | -99.1% | +349.7% | -448.8% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling