-91.0%
PLUG vs AMCR
-9.8%
-81.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +5.3% |
| 7D | +8.1% | -1.8% | +10.0% | +9.3% |
| 30D | +3.7% | -6.0% | +9.7% | +7.6% |
| 3M | -29.2% | +18.9% | -48.1% | -37.8% |
| 6M | +6.1% | +5.7% | +0.5% | -0.2% |
| YTD | +14.7% | +11.1% | +3.6% | +1.2% |
| 1Y | +56.9% | +12.7% | +44.2% | +35.3% |
| 3Y | -71.6% | +9.6% | -81.2% | -76.5% |
| 5Y | -91.0% | -10.3% | -80.7% | -90.7% |
| All | -91.0% | -9.8% | -81.2% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling