-91.4%
PLUG vs BAM
+84.8%
-176.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.6% |
| 7D | -6.8% | -2.9% | -4.0% | -4.5% |
| 30D | -16.0% | +14.7% | -30.7% | -24.7% |
| 3M | -38.7% | -4.1% | -34.6% | -37.0% |
| 6M | -61.4% | +9.6% | -70.9% | -64.7% |
| YTD | -31.0% | +3.4% | -34.4% | -34.6% |
| 1Y | -46.2% | +1.0% | -47.3% | -47.9% |
| 3Y | -61.5% | +88.2% | -149.7% | -80.5% |
| All | -91.4% | +84.8% | -176.2% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling