+140.1%
AMT vs EQIX
+300.0%
-159.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | -2.2% | +7.6% | -9.7% | -6.2% |
| 30D | +5.8% | +5.2% | +0.5% | +2.2% |
| 3M | +12.6% | +0.8% | +11.7% | +11.2% |
| 6M | +8.3% | +0.2% | +8.1% | +6.6% |
| YTD | +11.4% | +42.2% | -30.7% | -11.1% |
| 1Y | +7.7% | +34.7% | -27.0% | -11.4% |
| 3Y | +14.8% | +49.0% | -34.2% | -15.1% |
| 5Y | -18.0% | +52.8% | -70.8% | -41.5% |
| All | +140.1% | +300.0% | -159.9% | +8.8% |
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