-58.0%
PLUG vs AMDL
+92.1%
-150.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.7% | -11.7% | -9.5% |
| 7D | -3.2% | +5.4% | -8.6% | -6.3% |
| 30D | -18.7% | -36.6% | +17.9% | -14.1% |
| 3M | -35.3% | -1.0% | -34.3% | -38.1% |
| 6M | -56.2% | -12.1% | -44.2% | -59.1% |
| YTD | -30.7% | +215.1% | -245.8% | -53.8% |
| 1Y | -46.7% | +130.4% | -177.1% | -62.4% |
| All | -58.0% | +92.1% | -150.1% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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