-17.9%
PLUG vs AMCR
+18.6%
-36.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.3% | -7.5% | -8.1% |
| 7D | -8.1% | -4.5% | -3.7% | -5.8% |
| 30D | -20.5% | +4.9% | -25.4% | -23.1% |
| 3M | -45.9% | -4.6% | -41.3% | -44.8% |
| 6M | -65.2% | +15.2% | -80.3% | -68.6% |
| YTD | -37.1% | +9.7% | -46.8% | -43.3% |
| 1Y | -54.6% | +10.5% | -65.1% | -59.3% |
| 3Y | -64.9% | +13.8% | -78.7% | -69.8% |
| 5Y | -97.1% | -9.1% | -88.0% | -97.1% |
| All | -17.9% | +18.6% | -36.5% | -35.2% |
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