-7.5%
PLUG vs AME
+437.3%
-444.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.2% |
| 7D | -6.8% | +1.1% | -7.9% | -7.6% |
| 30D | -16.0% | -4.1% | -12.0% | -13.1% |
| 3M | -38.7% | -6.3% | -32.4% | -35.5% |
| 6M | -61.4% | +3.5% | -64.9% | -62.7% |
| YTD | -31.0% | +17.3% | -48.2% | -41.0% |
| 1Y | -46.2% | +22.0% | -68.3% | -55.6% |
| 3Y | -61.5% | +62.0% | -123.5% | -76.1% |
| 5Y | -96.9% | +78.5% | -175.4% | -98.2% |
| 10Y | -7.5% | +441.6% | -449.1% | -78.8% |
| All | -7.5% | +437.3% | -444.8% | -78.8% |
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