-42.1%
PLUG vs AVAV
-68.0%
+26.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.3% | +11.9% | +6.2% |
| 7D | +2.8% | -10.1% | +12.9% | +6.0% |
| 30D | -22.8% | -18.7% | -4.0% | -17.6% |
| 3M | -32.4% | -33.0% | +0.6% | -23.6% |
| 6M | -53.4% | -37.2% | -16.2% | -47.1% |
| YTD | -25.9% | -53.2% | +27.3% | -11.5% |
| 1Y | -42.1% | -69.0% | +26.9% | -8.0% |
| All | -42.1% | -68.0% | +26.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling