+527.5%
APP vs EQIX
+68.0%
+459.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +5.1% |
| 7D | +4.6% | +4.1% | +0.5% | +1.8% |
| 30D | +56.0% | +5.8% | +50.2% | +48.8% |
| 3M | +30.8% | -1.4% | +32.2% | +30.5% |
| 6M | -9.8% | -1.2% | -8.6% | -11.2% |
| YTD | -39.3% | +39.6% | -78.9% | -56.4% |
| 1Y | -26.4% | +36.8% | -63.3% | -46.3% |
| 3Y | +887.9% | +47.3% | +840.7% | +575.3% |
| 5Y | +264.1% | +50.1% | +214.0% | +132.1% |
| All | +527.5% | +68.0% | +459.5% | +287.8% |
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