-42.1%
PLUG vs AMCR
+32.3%
-74.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +3.6% |
| 7D | +2.8% | +6.2% | -3.4% | +2.6% |
| 30D | -22.8% | +16.0% | -38.8% | -23.1% |
| 3M | -32.4% | +4.4% | -36.8% | -32.7% |
| 6M | -53.4% | +35.5% | -88.9% | -53.5% |
| YTD | -25.9% | +21.5% | -47.4% | -28.6% |
| 1Y | -42.1% | +30.7% | -72.8% | -45.8% |
| All | -42.1% | +32.3% | -74.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling