-17.9%
PLUG vs AME
+442.0%
-459.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -9.3% |
| 7D | -8.1% | +8.1% | -16.2% | -14.1% |
| 30D | -20.5% | -3.8% | -16.7% | -17.9% |
| 3M | -45.9% | -6.6% | -39.2% | -42.9% |
| 6M | -65.2% | +4.6% | -69.7% | -66.7% |
| YTD | -37.1% | +17.9% | -55.0% | -46.5% |
| 1Y | -54.6% | +23.2% | -77.8% | -62.8% |
| 3Y | -64.9% | +62.9% | -127.8% | -78.3% |
| 5Y | -97.1% | +77.5% | -174.6% | -98.3% |
| All | -17.9% | +442.0% | -459.9% | -81.0% |
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