+117.0%
AA vs EQIX
+246.8%
-129.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.6% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -5.8% | -2.5% | -3.3% | -5.0% |
| 3M | -29.9% | 0.0% | -29.9% | -30.1% |
| 6M | -27.0% | +7.6% | -34.7% | -29.1% |
| YTD | -8.7% | +37.5% | -46.2% | -19.2% |
| 1Y | +50.6% | +32.9% | +17.7% | +34.8% |
| 3Y | +74.1% | +42.8% | +31.3% | +50.4% |
| 5Y | +2.6% | +35.8% | -33.2% | -12.6% |
| All | +117.0% | +246.8% | -129.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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