+1.1%
PLUG vs AMP
+503.1%
-502.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.3% | -9.3% | -9.2% |
| 7D | -3.2% | +3.3% | -6.5% | -5.3% |
| 30D | -18.7% | +4.2% | -23.0% | -21.1% |
| 3M | -35.3% | -6.4% | -28.9% | -32.7% |
| 6M | -56.2% | +12.4% | -68.7% | -60.4% |
| YTD | -30.7% | +7.4% | -38.2% | -35.6% |
| 1Y | -46.7% | +14.7% | -61.4% | -52.6% |
| 3Y | -61.3% | +60.8% | -122.1% | -74.2% |
| 5Y | -96.6% | +83.4% | -180.0% | -97.9% |
| 10Y | +1.1% | +473.5% | -472.4% | -67.1% |
| All | +1.1% | +503.1% | -502.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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