-95.9%
PLUG vs AVAV
+352.9%
-448.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.3% | +11.9% | +6.5% |
| 7D | +2.8% | -10.1% | +12.9% | +6.4% |
| 30D | -22.8% | -18.7% | -4.0% | -17.2% |
| 3M | -32.4% | -33.0% | +0.6% | -22.7% |
| 6M | -53.4% | -37.2% | -16.2% | -47.1% |
| YTD | -25.9% | -53.2% | +27.3% | -9.1% |
| 1Y | -42.1% | -69.0% | +26.9% | -18.3% |
| 3Y | -77.9% | -5.5% | -72.4% | -80.4% |
| 5Y | -96.4% | +20.1% | -116.5% | -97.1% |
| 10Y | +2.8% | +371.8% | -369.0% | -50.5% |
| All | -95.9% | +352.9% | -448.8% | -98.3% |
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