+20.0%
PLUG vs AVAV
+423.1%
-403.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.6% | -9.1% | -1.5% |
| 7D | +14.5% | +3.2% | +11.4% | +12.5% |
| 30D | -10.7% | -7.4% | -3.3% | -8.5% |
| 3M | -31.2% | -32.0% | +0.8% | -20.8% |
| 6M | -51.9% | -24.6% | -27.4% | -48.6% |
| YTD | -23.9% | -47.5% | +23.7% | -9.2% |
| 1Y | -43.4% | -61.5% | +18.1% | -24.0% |
| 3Y | -74.7% | +5.5% | -80.2% | -79.2% |
| 5Y | -96.3% | +35.7% | -132.1% | -97.4% |
| 10Y | +20.0% | +379.1% | -359.1% | -47.4% |
| All | +20.0% | +423.1% | -403.1% | -47.4% |
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