+100.6%
AMT vs EQIX
+242.1%
-141.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.3% |
| 7D | -2.7% | -1.6% | -1.0% | -1.8% |
| 30D | +2.0% | -0.4% | +2.4% | +2.1% |
| 3M | -9.3% | -0.9% | -8.4% | -9.5% |
| 6M | -5.2% | +8.1% | -13.4% | -10.3% |
| YTD | +0.5% | +35.7% | -35.2% | -17.2% |
| 1Y | -7.3% | +34.0% | -41.2% | -23.3% |
| 3Y | +6.2% | +41.4% | -35.2% | -18.3% |
| 5Y | -31.2% | +34.0% | -65.2% | -46.6% |
| All | +100.6% | +242.1% | -141.6% | -3.9% |
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