-44.0%
ACHR vs EQIX
+62.5%
-106.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.4% |
| 7D | -2.3% | +0.2% | -2.4% | -2.4% |
| 30D | -11.3% | -2.5% | -8.8% | -9.9% |
| 3M | +5.3% | 0.0% | +5.3% | +3.7% |
| 6M | -13.2% | +7.6% | -20.9% | -19.3% |
| YTD | -25.8% | +37.5% | -63.3% | -44.0% |
| 1Y | -34.3% | +32.9% | -67.2% | -48.8% |
| 3Y | -19.9% | +42.8% | -62.7% | -39.8% |
| 5Y | -42.7% | +35.8% | -78.5% | -58.9% |
| All | -44.0% | +62.5% | -106.5% | -63.8% |
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