-43.1%
PLUG vs AVTR
+5.1%
-48.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.2% |
| 7D | +5.8% | -3.6% | +9.5% | +8.2% |
| 30D | -18.5% | +0.8% | -19.3% | -18.9% |
| 3M | -30.0% | +17.4% | -47.3% | -36.1% |
| 6M | -56.2% | +83.5% | -139.7% | -70.4% |
| YTD | -26.4% | +35.0% | -61.4% | -41.1% |
| 1Y | -42.2% | +36.7% | -78.9% | -54.3% |
| 3Y | -76.8% | -15.3% | -61.5% | -76.8% |
| 5Y | -96.2% | -59.5% | -36.7% | -94.2% |
| All | -43.1% | +5.1% | -48.2% | -46.5% |
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 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