+367.9%
APP vs EQIX
+66.3%
+301.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | -4.4% | +2.3% | -6.7% | -6.0% |
| 30D | -10.0% | +0.4% | -10.5% | -10.6% |
| 3M | -41.4% | -1.1% | -40.3% | -41.7% |
| 6M | -41.0% | +11.5% | -52.5% | -46.7% |
| YTD | -54.7% | +38.2% | -92.9% | -66.9% |
| 1Y | -45.3% | +36.7% | -82.0% | -59.9% |
| 3Y | +624.3% | +44.1% | +580.2% | +408.5% |
| 5Y | +329.1% | +34.8% | +294.3% | +177.3% |
| All | +367.9% | +66.3% | +301.6% | +194.5% |
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