+15.1%
PLUG vs AMBA
-0.9%
+15.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.1% | +1.3% | +4.5% |
| 7D | +5.8% | -7.2% | +13.1% | +9.7% |
| 30D | -18.5% | -10.4% | -8.2% | -14.4% |
| 3M | -30.0% | -30.1% | +0.2% | -17.8% |
| 6M | -56.2% | -22.4% | -33.8% | -53.8% |
| YTD | -26.4% | -17.3% | -9.0% | -25.8% |
| 1Y | -42.2% | -35.4% | -6.8% | -35.8% |
| 3Y | -76.8% | +18.6% | -95.5% | -82.6% |
| 5Y | -96.2% | -69.8% | -26.4% | -95.1% |
| All | +15.1% | -0.9% | +15.9% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling