-96.5%
PLUG vs ARMK
+90.4%
-186.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.9% | -3.7% | -4.5% |
| 7D | -4.9% | -10.2% | +5.3% | +3.4% |
| 30D | -27.4% | -9.3% | -18.1% | -21.9% |
| 3M | -35.7% | -11.4% | -24.3% | -29.7% |
| 6M | -59.3% | +11.6% | -71.0% | -63.5% |
| YTD | -31.5% | +37.5% | -68.9% | -48.9% |
| 1Y | -48.9% | +34.9% | -83.8% | -61.2% |
| 3Y | -79.6% | +83.4% | -163.0% | -89.2% |
| 5Y | -96.5% | +87.9% | -184.4% | -98.3% |
| All | -96.5% | +90.4% | -186.8% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 5y: compounded portfolio wealth divided by compounded ARMK 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…
5y analysis · Full analysis span regression · 6 months rolling