+43.7%
PLUG vs AMBA
-7.1%
+50.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | -0.9% | -11.0% | +10.0% | +4.5% |
| 30D | +3.3% | -23.2% | +26.5% | +16.9% |
| 3M | -39.7% | -12.7% | -27.0% | -38.6% |
| 6M | -12.5% | +11.2% | -23.7% | -21.9% |
| YTD | +10.2% | -11.2% | +21.4% | +8.3% |
| 1Y | +50.7% | -22.5% | +73.2% | +55.3% |
| 3Y | -74.5% | -1.3% | -73.2% | -78.7% |
| 5Y | -91.8% | -54.2% | -37.6% | -91.0% |
| All | +43.7% | -7.1% | +50.8% | +6.6% |
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