+33.0%
PLUG vs AMRZ
-17.5%
+50.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.1% |
| 7D | +5.8% | +1.2% | +4.7% | +5.1% |
| 30D | -18.5% | +15.1% | -33.6% | -23.4% |
| 3M | -30.0% | -18.1% | -11.9% | -24.6% |
| 6M | -56.2% | -23.5% | -32.7% | -51.4% |
| YTD | -26.4% | -21.6% | -4.8% | -20.8% |
| 1Y | -42.2% | -14.7% | -27.5% | -40.5% |
| All | +33.0% | -17.5% | +50.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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