+1,646.0%
EQIX vs ACM
+230.8%
+1,415.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | -3.7% | +2.9% | +0.5% |
| 30D | -1.4% | -11.1% | +9.7% | +1.9% |
| 3M | -4.4% | -8.0% | +3.6% | -2.7% |
| 6M | +7.9% | -29.7% | +37.6% | +19.9% |
| YTD | +37.3% | -29.4% | +66.6% | +50.4% |
| 1Y | +37.8% | -46.4% | +84.2% | +65.8% |
| 3Y | +42.0% | -22.3% | +64.3% | +47.4% |
| 5Y | +29.6% | +4.5% | +25.2% | +20.1% |
| 10Y | +238.3% | +127.6% | +110.7% | +108.4% |
| All | +1,646.0% | +230.8% | +1,415.2% | +663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling