-68.0%
PLUG vs AMP
+61.6%
-129.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.2% | -11.6% | -11.0% |
| 7D | -23.4% | +3.9% | -27.4% | -24.8% |
| 30D | -23.4% | +5.1% | -28.6% | -25.2% |
| 3M | -51.7% | -8.7% | -43.1% | -49.8% |
| 6M | -72.0% | +11.4% | -83.4% | -73.7% |
| YTD | -43.7% | +7.3% | -51.0% | -46.1% |
| 1Y | -55.4% | +14.6% | -70.0% | -58.8% |
| 3Y | -68.0% | +61.2% | -129.2% | -85.8% |
| All | -68.0% | +61.6% | -129.6% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling