+285.1%
EQIX vs A
+302.9%
-17.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +4.1% | -0.5% | +4.5% | +4.2% |
| 30D | +5.8% | 0.0% | +5.8% | +5.9% |
| 3M | -1.4% | +16.7% | -18.1% | -7.1% |
| 6M | -1.2% | +54.8% | -56.1% | -17.3% |
| YTD | +39.6% | +28.8% | +10.8% | +24.8% |
| 1Y | +36.8% | +19.3% | +17.5% | +26.0% |
| 3Y | +47.3% | +65.5% | -18.3% | +12.9% |
| 5Y | +50.1% | +12.1% | +38.1% | +34.6% |
| All | +285.1% | +302.9% | -17.8% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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