+448.7%
AXP vs EQIX
+257.3%
+191.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.8% |
| 7D | +0.6% | -0.1% | +0.7% | +0.5% |
| 30D | +5.8% | -1.8% | +7.7% | +6.3% |
| 3M | -6.0% | -3.4% | -2.7% | -5.3% |
| 6M | +0.3% | -6.0% | +6.3% | +1.6% |
| YTD | -12.3% | +34.2% | -46.5% | -22.6% |
| 1Y | -11.2% | +26.2% | -37.5% | -20.0% |
| 3Y | +117.0% | +41.7% | +75.4% | +84.8% |
| 5Y | +93.2% | +43.1% | +50.1% | +59.9% |
| All | +448.7% | +257.3% | +191.4% | +250.3% |
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