-61.3%
PLUG vs AME
+63.2%
-124.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -3.2% | -4.1% | +0.9% | -0.6% |
| 30D | -18.7% | -4.1% | -14.6% | -16.5% |
| 3M | -35.3% | -5.6% | -29.7% | -32.9% |
| 6M | -56.2% | +2.8% | -59.1% | -57.1% |
| YTD | -30.7% | +16.6% | -47.3% | -38.5% |
| 1Y | -46.7% | +21.1% | -67.8% | -53.9% |
| 3Y | -61.3% | +61.1% | -122.4% | -79.2% |
| All | -61.3% | +63.2% | -124.6% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling