+153.3%
AMAT vs EQIX
+47.7%
+105.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -1.8% |
| 7D | +11.4% | +4.1% | +7.3% | +9.3% |
| 30D | -17.0% | +5.8% | -22.9% | -18.7% |
| 3M | -30.6% | -1.4% | -29.2% | -29.9% |
| 6M | -14.9% | -1.2% | -13.7% | -14.4% |
| YTD | +44.7% | +39.6% | +5.0% | +27.4% |
| 1Y | +66.9% | +36.8% | +30.0% | +48.1% |
| 3Y | +153.3% | +47.3% | +106.0% | +111.6% |
| All | +153.3% | +47.7% | +105.6% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling