-42.2%
PLUG vs AVAV
-67.9%
+25.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.5% | -3.1% | +3.9% |
| 7D | +5.8% | -10.6% | +16.4% | +9.5% |
| 30D | -18.5% | -18.8% | +0.3% | -13.1% |
| 3M | -30.0% | -34.1% | +4.2% | -20.4% |
| 6M | -56.2% | -35.3% | -20.9% | -50.7% |
| YTD | -26.4% | -53.4% | +27.0% | -12.3% |
| 1Y | -42.2% | -65.6% | +23.4% | -18.0% |
| All | -42.2% | -67.9% | +25.6% | -18.0% |
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