-26.5%
PLUG vs AME
+444.5%
-470.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.9% |
| 7D | -23.4% | +5.9% | -29.3% | -27.2% |
| 30D | -23.4% | -1.9% | -21.5% | -22.4% |
| 3M | -51.7% | -5.4% | -46.4% | -49.7% |
| 6M | -72.0% | +4.9% | -76.9% | -73.3% |
| YTD | -43.7% | +18.5% | -62.1% | -52.3% |
| 1Y | -55.4% | +25.5% | -80.9% | -64.1% |
| 3Y | -68.0% | +63.0% | -131.0% | -80.3% |
| 5Y | -97.4% | +78.3% | -175.7% | -98.5% |
| All | -26.5% | +444.5% | -470.9% | -83.1% |
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