+459.6%
APLD vs EQIX
+54.0%
+405.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.3% |
| 7D | +9.0% | +2.3% | +6.6% | +6.6% |
| 30D | -6.6% | +0.4% | -7.1% | -6.6% |
| 3M | -35.2% | -1.1% | -34.1% | -34.2% |
| 6M | +0.4% | +11.5% | -11.1% | -7.7% |
| YTD | +10.7% | +38.2% | -27.5% | -17.3% |
| 1Y | +78.6% | +36.7% | +41.9% | +34.8% |
| 3Y | +423.9% | +44.1% | +379.9% | +285.0% |
| All | +459.6% | +54.0% | +405.6% | +273.4% |
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