+43.5%
EQIX vs ACM
-22.3%
+65.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.6% |
| 7D | +2.3% | -3.7% | +6.0% | +2.8% |
| 30D | +0.4% | -12.7% | +13.1% | +2.3% |
| 3M | -1.1% | -9.8% | +8.7% | 0.0% |
| 6M | +11.5% | -31.4% | +42.9% | +18.0% |
| YTD | +38.2% | -32.1% | +70.3% | +44.6% |
| 1Y | +36.7% | -47.8% | +84.5% | +55.4% |
| All | +43.5% | -22.3% | +65.8% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling