-95.8%
PLUG vs AWK
+1,043.1%
-1,139.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.8% | -9.8% | -9.4% |
| 7D | -3.2% | +2.7% | -5.9% | -4.9% |
| 30D | -18.7% | +16.7% | -35.4% | -26.4% |
| 3M | -35.3% | +11.7% | -47.1% | -40.0% |
| 6M | -56.2% | +21.9% | -78.2% | -61.9% |
| YTD | -30.7% | +17.6% | -48.3% | -38.9% |
| 1Y | -46.7% | +19.8% | -66.5% | -53.6% |
| 3Y | -61.3% | +31.0% | -92.3% | -69.6% |
| 5Y | -96.6% | -3.0% | -93.6% | -96.7% |
| 10Y | +1.1% | +156.8% | -155.7% | -51.9% |
| All | -95.8% | +1,043.1% | -1,139.0% | -99.5% |
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