+101.1%
AKAM vs EQIX
+246.8%
-145.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -13.0% | -2.5% | -10.5% | -12.1% |
| 3M | -19.4% | 0.0% | -19.3% | -19.5% |
| 6M | +0.3% | +7.6% | -7.3% | -2.4% |
| YTD | +22.4% | +37.5% | -15.1% | +8.6% |
| 1Y | +34.8% | +32.9% | +1.9% | +20.9% |
| 3Y | +1.9% | +42.8% | -40.8% | -12.4% |
| 5Y | -4.6% | +35.8% | -40.4% | -18.4% |
| All | +101.1% | +246.8% | -145.6% | +34.3% |
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