+215.4%
ADSK vs EQIX
+246.8%
-31.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -14.9% | -2.5% | -12.4% | -14.0% |
| 3M | +3.3% | 0.0% | +3.4% | +2.4% |
| 6M | -15.7% | +7.6% | -23.3% | -19.9% |
| YTD | -28.2% | +37.5% | -65.8% | -40.5% |
| 1Y | -34.5% | +32.9% | -67.5% | -44.9% |
| 3Y | -2.9% | +42.8% | -45.6% | -23.7% |
| 5Y | -25.3% | +35.8% | -61.2% | -41.0% |
| All | +215.4% | +246.8% | -31.4% | +64.6% |
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