+69.0%
EQIX vs ABCL
-81.2%
+150.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.3% | +1.4% | -0.1% | +1.2% |
| 30D | +0.3% | +65.1% | -64.7% | -3.9% |
| 3M | -1.6% | +111.1% | -112.6% | -8.0% |
| 6M | +12.2% | +231.6% | -219.4% | +0.3% |
| YTD | +38.0% | +234.5% | -196.5% | +22.5% |
| 1Y | +38.9% | +174.3% | -135.4% | +24.5% |
| 3Y | +43.8% | +111.5% | -67.6% | +26.9% |
| 5Y | +30.4% | -37.3% | +67.6% | +20.6% |
| All | +69.0% | -81.2% | +150.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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