+19.2%
PLUG vs AMC
-98.1%
+117.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +2.5% |
| 7D | -0.9% | +2.3% | -3.2% | -1.1% |
| 30D | +3.3% | -0.7% | +4.1% | +3.4% |
| 3M | -39.7% | +35.2% | -74.9% | -42.0% |
| 6M | -12.5% | +124.6% | -137.1% | -19.7% |
| YTD | +10.2% | +69.9% | -59.7% | +3.2% |
| 1Y | +50.7% | -2.6% | +53.3% | +47.2% |
| 3Y | -74.5% | -79.8% | +5.3% | -73.1% |
| 5Y | -91.8% | -99.4% | +7.6% | -90.1% |
| 10Y | +43.7% | -98.9% | +142.6% | +88.3% |
| All | +19.2% | -98.1% | +117.3% | +250.2% |
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