+29.8%
EQIX vs ABCL
-41.3%
+71.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -1.4% | +93.1% | -94.5% | -7.9% |
| 3M | -4.4% | +79.4% | -83.9% | -10.6% |
| 6M | +7.9% | +214.9% | -206.9% | -5.3% |
| YTD | +37.3% | +234.2% | -196.9% | +18.7% |
| 1Y | +37.8% | +174.8% | -137.0% | +20.5% |
| 3Y | +42.0% | +104.5% | -62.5% | +22.9% |
| All | +29.8% | -41.3% | +71.1% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling