-93.4%
PLUG vs AWK
+969.7%
-1,063.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -0.9% | +1.7% | -2.6% | -1.9% |
| 30D | +3.3% | +5.6% | -2.2% | -0.2% |
| 3M | -39.7% | +15.9% | -55.6% | -45.6% |
| 6M | -12.5% | +4.6% | -17.1% | -16.1% |
| YTD | +10.2% | +10.1% | +0.1% | +1.8% |
| 1Y | +50.7% | +2.1% | +48.6% | +44.6% |
| 3Y | -74.5% | +9.8% | -84.3% | -77.2% |
| 5Y | -91.8% | -15.4% | -76.4% | -91.4% |
| 10Y | +43.7% | +129.4% | -85.7% | -26.3% |
| All | -93.4% | +969.7% | -1,063.1% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling