+244.0%
EQIX vs ACM
+134.0%
+109.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.1% |
| 7D | +0.2% | -4.6% | +4.7% | +1.2% |
| 30D | -2.5% | +4.1% | -6.6% | -3.5% |
| 3M | 0.0% | -8.3% | +8.3% | +1.2% |
| 6M | +7.6% | -30.1% | +37.7% | +15.7% |
| YTD | +37.5% | -32.6% | +70.1% | +47.7% |
| 1Y | +32.9% | -49.6% | +82.5% | +53.5% |
| 3Y | +42.8% | -23.0% | +65.8% | +46.3% |
| 5Y | +35.8% | +2.0% | +33.9% | +30.6% |
| All | +244.0% | +134.0% | +109.9% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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