-46.2%
PLUG vs AWK
+18.8%
-65.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.8% |
| 7D | -6.8% | 0.0% | -6.9% | -6.8% |
| 30D | -16.0% | +15.5% | -31.6% | -14.0% |
| 3M | -38.7% | +10.0% | -48.7% | -37.7% |
| 6M | -61.4% | +20.4% | -81.8% | -60.4% |
| YTD | -31.0% | +17.1% | -48.0% | -26.7% |
| 1Y | -46.2% | +18.3% | -64.5% | -43.6% |
| All | -46.2% | +18.8% | -65.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling