+171.7%
ADM vs EQIX
+242.1%
-70.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.8% |
| 7D | +3.0% | -1.6% | +4.6% | +3.3% |
| 30D | +8.7% | -0.4% | +9.1% | +8.7% |
| 3M | +7.6% | -0.9% | +8.5% | +7.6% |
| 6M | +26.9% | +8.1% | +18.7% | +24.4% |
| YTD | +54.3% | +35.7% | +18.6% | +43.9% |
| 1Y | +45.7% | +34.0% | +11.7% | +36.1% |
| 3Y | +21.9% | +41.4% | -19.5% | +10.1% |
| 5Y | +67.2% | +34.0% | +33.1% | +50.4% |
| All | +171.7% | +242.1% | -70.5% | +84.0% |
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