-58.5%
PLUG vs AMDL
+20.7%
-79.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -34.9% | +27.3% | -0.6% |
| 7D | -4.9% | -52.7% | +47.8% | +8.2% |
| 30D | -27.4% | -65.3% | +37.9% | -12.8% |
| 3M | -35.7% | -40.8% | +5.1% | -31.3% |
| 6M | -59.3% | -12.9% | -46.5% | -62.2% |
| YTD | -31.5% | +98.0% | -129.5% | -49.4% |
| 1Y | -48.9% | +30.1% | -79.0% | -59.3% |
| All | -58.5% | +20.7% | -79.2% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling