+391.9%
BAC vs EQIX
+242.1%
+149.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.4% |
| 7D | -0.3% | -1.6% | +1.4% | +0.2% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | +15.3% | -0.9% | +16.2% | +15.3% |
| 6M | +30.2% | +8.1% | +22.0% | +26.8% |
| YTD | +15.6% | +35.7% | -20.1% | +4.6% |
| 1Y | +27.5% | +34.0% | -6.5% | +15.7% |
| 3Y | +137.0% | +41.4% | +95.6% | +108.8% |
| 5Y | +75.6% | +34.0% | +41.6% | +53.4% |
| All | +391.9% | +242.1% | +149.8% | +262.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling