+43.7%
PLUG vs AVAV
+479.1%
-435.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.6% | +3.5% |
| 7D | -0.9% | -2.2% | +1.3% | -0.1% |
| 30D | +3.3% | -13.9% | +17.3% | +9.3% |
| 3M | -39.7% | -29.2% | -10.5% | -32.3% |
| 6M | -12.5% | -36.1% | +23.6% | -0.6% |
| YTD | +10.2% | -40.2% | +50.4% | +25.8% |
| 1Y | +50.7% | -36.2% | +86.9% | +69.1% |
| 3Y | -74.5% | +47.5% | -122.0% | -81.8% |
| 5Y | -91.8% | +39.3% | -131.1% | -94.3% |
| All | +43.7% | +479.1% | -435.4% | -38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling