-25.8%
PLUG vs AMC
-97.8%
+71.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -12.5% | +5.0% | -6.5% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -27.4% | +4.4% | -31.8% | -27.7% |
| 3M | -35.7% | +15.4% | -51.1% | -36.6% |
| 6M | -59.3% | +93.7% | -153.0% | -62.2% |
| YTD | -31.5% | +97.4% | -128.9% | -36.7% |
| 1Y | -48.9% | +23.2% | -72.1% | -51.0% |
| 3Y | -79.6% | -71.3% | -8.3% | -78.9% |
| 5Y | -96.5% | -99.3% | +2.8% | -95.8% |
| 10Y | -4.9% | -98.7% | +93.8% | +24.3% |
| All | -25.8% | -97.8% | +71.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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