+58.4%
PLUG vs AMCR
+16.8%
+41.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.4% |
| 7D | +3.8% | -6.3% | +10.1% | +7.7% |
| 30D | +2.8% | -7.1% | +10.0% | +7.2% |
| 3M | -25.4% | +12.7% | -38.1% | -31.4% |
| 6M | -0.5% | +5.2% | -5.6% | -5.8% |
| YTD | +10.2% | +8.1% | +2.1% | +0.7% |
| 1Y | +53.9% | +11.7% | +42.2% | +36.6% |
| 3Y | -72.7% | +9.9% | -82.6% | -75.9% |
| 5Y | -91.4% | -8.7% | -82.8% | -91.2% |
| 10Y | +58.4% | +16.8% | +41.6% | +27.2% |
| All | +58.4% | +16.8% | +41.6% | +27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling