+126.6%
ADM vs EQIX
+293.0%
-166.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | +4.2% | +4.1% | +0.1% | +3.4% |
| 30D | -12.8% | +5.8% | -18.7% | -14.0% |
| 3M | -8.5% | -1.4% | -7.1% | -8.5% |
| 6M | -10.9% | -1.2% | -9.7% | -11.1% |
| YTD | +29.4% | +39.6% | -10.2% | +19.8% |
| 1Y | +27.5% | +36.8% | -9.3% | +18.5% |
| 3Y | +10.3% | +47.3% | -36.9% | -1.3% |
| 5Y | +27.4% | +50.1% | -22.8% | +11.1% |
| All | +126.6% | +293.0% | -166.3% | +58.5% |
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