+10.6%
PLUG vs AMCR
+103.0%
-92.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | 0.0% |
| 7D | -6.8% | -8.5% | +1.6% | -3.3% |
| 30D | -16.0% | +6.8% | -22.8% | -18.7% |
| 3M | -38.7% | -5.0% | -33.7% | -37.7% |
| 6M | -61.4% | +13.9% | -75.2% | -64.0% |
| YTD | -31.0% | +11.2% | -42.2% | -36.2% |
| 1Y | -46.2% | +11.3% | -57.6% | -50.4% |
| 3Y | -61.5% | +15.4% | -76.8% | -65.2% |
| 5Y | -96.9% | -7.7% | -89.1% | -96.8% |
| 10Y | -7.5% | +20.2% | -27.7% | -18.8% |
| All | +10.6% | +103.0% | -92.4% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling