-96.2%
PLUG vs AVAV
+308.3%
-404.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.8% | +2.3% | -4.1% |
| 7D | -4.9% | -24.3% | +19.4% | +4.7% |
| 30D | -27.4% | -28.9% | +1.5% | -18.3% |
| 3M | -35.7% | -39.3% | +3.5% | -23.9% |
| 6M | -59.3% | -38.8% | -20.6% | -53.3% |
| YTD | -31.5% | -57.8% | +26.3% | -12.8% |
| 1Y | -48.9% | -70.9% | +22.0% | -26.1% |
| 3Y | -79.6% | -14.8% | -64.8% | -81.2% |
| 5Y | -96.5% | +7.3% | -103.8% | -97.1% |
| 10Y | -4.9% | +325.3% | -330.3% | -52.5% |
| All | -96.2% | +308.3% | -404.5% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling