+41.6%
AA vs EQIX
+293.0%
-251.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +0.5% | +4.1% | -3.6% | -0.9% |
| 30D | -0.6% | +5.8% | -6.4% | -2.6% |
| 3M | -19.7% | -1.4% | -18.3% | -19.3% |
| 6M | -41.6% | -1.2% | -40.4% | -41.5% |
| YTD | -24.6% | +39.6% | -64.3% | -33.9% |
| 1Y | +4.9% | +36.8% | -32.0% | -7.3% |
| 3Y | +66.8% | +47.3% | +19.6% | +41.7% |
| 5Y | -19.4% | +50.1% | -69.6% | -33.3% |
| All | +41.6% | +293.0% | -251.4% | -10.6% |
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