+48.4%
EQIX vs ACM
+4.8%
+43.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +3.5% | +6.6% | -3.1% | +1.7% |
| 30D | +2.3% | +19.8% | -17.4% | -2.6% |
| 3M | +1.1% | -3.1% | +4.3% | +1.6% |
| 6M | -1.1% | -11.5% | +10.4% | +1.7% |
| YTD | +39.1% | -24.7% | +63.8% | +48.5% |
| 1Y | +29.5% | -45.1% | +74.6% | +58.8% |
| 3Y | +45.8% | -8.9% | +54.7% | +33.4% |
| 5Y | +48.4% | +5.4% | +43.0% | +23.6% |
| All | +48.4% | +4.8% | +43.6% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling