-42.1%
PLUG vs AMBA
-25.6%
-16.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +4.1% |
| 7D | +2.8% | -8.1% | +10.9% | +5.8% |
| 30D | -22.8% | -10.8% | -12.0% | -19.8% |
| 3M | -32.4% | -25.9% | -6.5% | -25.5% |
| 6M | -53.4% | -13.9% | -39.5% | -53.0% |
| YTD | -25.9% | -14.0% | -11.9% | -27.1% |
| 1Y | -42.1% | -25.7% | -16.4% | -42.5% |
| All | -42.1% | -25.6% | -16.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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