-41.2%
PLUG vs AVTR
+8.1%
-49.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +1.9% |
| 7D | +14.5% | +1.9% | +12.6% | +13.5% |
| 30D | -10.7% | +1.5% | -12.2% | -11.5% |
| 3M | -31.2% | +17.1% | -48.3% | -37.2% |
| 6M | -51.9% | +91.5% | -143.4% | -68.3% |
| YTD | -23.9% | +38.8% | -62.7% | -40.0% |
| 1Y | -43.4% | +37.7% | -81.1% | -55.3% |
| 3Y | -74.7% | -13.5% | -61.2% | -74.9% |
| 5Y | -96.3% | -59.3% | -37.0% | -94.4% |
| All | -41.2% | +8.1% | -49.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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