-14.9%
PLUG vs AVTR
+1.7%
-16.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.3% | +3.6% |
| 7D | -0.9% | +2.7% | -3.6% | -2.4% |
| 30D | +3.3% | +12.1% | -8.7% | -3.0% |
| 3M | -39.7% | +57.2% | -97.0% | -54.7% |
| 6M | -12.5% | +73.1% | -85.6% | -39.1% |
| YTD | +10.2% | +30.6% | -20.5% | -10.0% |
| 1Y | +50.7% | +13.5% | +37.2% | +30.0% |
| 3Y | -74.5% | -31.0% | -43.5% | -70.9% |
| 5Y | -91.8% | -63.2% | -28.5% | -86.8% |
| All | -14.9% | +1.7% | -16.6% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling