-60.8%
PLUG vs AVTR
-15.2%
-45.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.2% |
| 7D | -6.8% | +0.5% | -7.4% | -6.9% |
| 30D | -16.0% | +1.5% | -17.6% | -16.6% |
| 3M | -38.7% | +14.2% | -53.0% | -42.5% |
| 6M | -61.4% | +97.4% | -158.7% | -73.4% |
| YTD | -31.0% | +37.3% | -68.2% | -42.5% |
| 1Y | -46.2% | +36.8% | -83.0% | -55.2% |
| All | -60.8% | -15.2% | -45.7% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling