+15.1%
PLUG vs AME
+442.8%
-427.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +5.2% |
| 7D | +5.8% | -5.2% | +11.0% | +10.8% |
| 30D | -18.5% | -8.0% | -10.5% | -12.5% |
| 3M | -30.0% | -8.9% | -21.1% | -24.4% |
| 6M | -56.2% | -5.0% | -51.2% | -54.4% |
| YTD | -26.4% | +11.9% | -38.3% | -34.4% |
| 1Y | -42.2% | +16.6% | -58.9% | -50.4% |
| 3Y | -76.8% | +62.5% | -139.3% | -85.9% |
| 5Y | -96.2% | +67.6% | -163.8% | -97.7% |
| All | +15.1% | +442.8% | -427.7% | -71.4% |
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