+1.1%
PLUG vs AME
+438.4%
-437.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -3.2% | -4.1% | +0.9% | +0.3% |
| 30D | -18.7% | -4.1% | -14.6% | -15.8% |
| 3M | -35.3% | -5.6% | -29.7% | -32.3% |
| 6M | -56.2% | +2.8% | -59.1% | -57.6% |
| YTD | -30.7% | +16.6% | -47.3% | -40.4% |
| 1Y | -46.7% | +21.1% | -67.8% | -55.6% |
| 3Y | -61.3% | +61.1% | -122.4% | -75.9% |
| 5Y | -96.6% | +76.6% | -173.2% | -98.0% |
| 10Y | +1.1% | +431.3% | -430.2% | -74.9% |
| All | +1.1% | +438.4% | -437.3% | -74.9% |
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