+214.0%
AMAT vs EQIX
+44.0%
+170.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -14.8% | -1.4% | -13.3% | -14.3% |
| 3M | -9.3% | -4.4% | -4.8% | -7.8% |
| 6M | +27.4% | +7.9% | +19.4% | +23.6% |
| YTD | +77.6% | +37.3% | +40.3% | +56.0% |
| 1Y | +188.9% | +37.8% | +151.2% | +152.8% |
| All | +214.0% | +44.0% | +170.0% | +167.0% |
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 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