+193.0%
ARM vs EQIX
+44.6%
+148.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +3.4% |
| 7D | -5.3% | +6.1% | -11.5% | -9.4% |
| 30D | -30.0% | +2.8% | -32.8% | -31.1% |
| 3M | -34.1% | +1.6% | -35.7% | -34.1% |
| 6M | -12.6% | -0.7% | -12.0% | -11.4% |
| YTD | +70.4% | +39.7% | +30.7% | +36.5% |
| 1Y | +22.3% | +30.6% | -8.3% | +2.9% |
| 3Y | +261.2% | +48.4% | +212.8% | +176.5% |
| All | +193.0% | +44.6% | +148.4% | +135.5% |
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