+9.6%
PLUG vs ARMK
+350.8%
-341.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.3% |
| 7D | -0.9% | -2.4% | +1.5% | +0.3% |
| 30D | +3.3% | 0.0% | +3.3% | +3.2% |
| 3M | -39.7% | +6.7% | -46.4% | -42.0% |
| 6M | -12.5% | +38.8% | -51.3% | -26.7% |
| YTD | +10.2% | +55.2% | -45.0% | -13.4% |
| 1Y | +50.7% | +46.6% | +4.1% | +22.7% |
| 3Y | -74.5% | +112.9% | -187.4% | -83.3% |
| 5Y | -91.8% | +144.0% | -235.7% | -94.8% |
| 10Y | +43.7% | +132.4% | -88.7% | -7.5% |
| All | +9.6% | +350.8% | -341.2% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling