-78.4%
PLUG vs AMBA
+10.0%
-88.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.4% | +1.9% | -3.6% |
| 7D | -4.9% | -14.6% | +9.6% | +1.6% |
| 30D | -27.4% | -18.8% | -8.6% | -21.0% |
| 3M | -35.7% | -32.6% | -3.1% | -24.7% |
| 6M | -59.3% | -25.8% | -33.5% | -56.5% |
| YTD | -31.5% | -22.1% | -9.4% | -29.3% |
| 1Y | -48.9% | -36.2% | -12.6% | -43.6% |
| All | -78.4% | +10.0% | -88.4% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling