+2,770.9%
AVGO vs EQIX
+246.8%
+2,524.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.3% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | -13.0% | -2.5% | -10.5% | -12.1% |
| 3M | -6.0% | 0.0% | -5.9% | -6.6% |
| 6M | +6.4% | +7.6% | -1.3% | +2.1% |
| YTD | +5.0% | +37.5% | -32.5% | -10.9% |
| 1Y | +1.4% | +32.9% | -31.5% | -12.8% |
| 3Y | +336.8% | +42.8% | +294.1% | +259.2% |
| 5Y | +698.2% | +35.8% | +662.4% | +556.3% |
| All | +2,770.9% | +246.8% | +2,524.2% | +1,515.7% |
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