+22.0%
PLUG vs AMCR
+106.4%
-84.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +14.5% | -7.9% | +22.4% | +18.4% |
| 30D | -10.7% | +8.2% | -18.9% | -14.0% |
| 3M | -31.2% | -4.3% | -26.9% | -30.2% |
| 6M | -51.9% | +16.6% | -68.5% | -55.7% |
| YTD | -23.9% | +13.1% | -37.0% | -30.1% |
| 1Y | -43.4% | +14.4% | -57.8% | -48.4% |
| 3Y | -74.7% | +18.4% | -93.1% | -77.5% |
| 5Y | -96.3% | -5.8% | -90.5% | -96.3% |
| 10Y | +20.0% | +22.3% | -2.3% | +4.6% |
| All | +22.0% | +106.4% | -84.4% | +40.2% |
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 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