-26.5%
PLUG vs AVAV
+315.4%
-341.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.7% | -7.7% | -9.4% |
| 7D | -23.4% | +4.2% | -27.7% | -24.6% |
| 30D | -23.4% | -2.6% | -20.9% | -23.0% |
| 3M | -51.7% | -38.0% | -13.8% | -42.3% |
| 6M | -72.0% | -27.0% | -45.0% | -69.5% |
| YTD | -43.7% | -51.4% | +7.8% | -30.6% |
| 1Y | -55.4% | -60.2% | +4.8% | -40.9% |
| 3Y | -68.0% | -6.7% | -61.4% | -72.2% |
| 5Y | -97.4% | +28.3% | -125.7% | -98.1% |
| All | -26.5% | +315.4% | -341.9% | -64.9% |
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