+20.0%
PLUG vs AME
+465.0%
-445.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.7% | -0.2% |
| 7D | +14.5% | -1.5% | +16.0% | +16.0% |
| 30D | -10.7% | -4.2% | -6.6% | -7.5% |
| 3M | -31.2% | -5.9% | -25.3% | -27.8% |
| 6M | -51.9% | +2.8% | -54.7% | -53.3% |
| YTD | -23.9% | +16.6% | -40.4% | -34.5% |
| 1Y | -43.4% | +22.1% | -65.5% | -53.3% |
| 3Y | -74.7% | +64.7% | -139.4% | -84.8% |
| 5Y | -96.3% | +76.6% | -172.9% | -97.9% |
| 10Y | +20.0% | +443.9% | -423.9% | -71.9% |
| All | +20.0% | +465.0% | -445.0% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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