+1,708.0%
EQIX vs ACM
+250.2%
+1,457.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +7.6% | +5.1% | +2.5% | +5.8% |
| 30D | +5.2% | +18.7% | -13.4% | -0.7% |
| 3M | +0.8% | +15.5% | -14.6% | -4.5% |
| 6M | +0.2% | +1.2% | -1.0% | -1.5% |
| YTD | +42.2% | -25.2% | +67.4% | +52.4% |
| 1Y | +34.7% | -46.3% | +81.0% | +62.0% |
| 3Y | +49.0% | -9.6% | +58.5% | +46.3% |
| 5Y | +52.8% | +4.4% | +48.4% | +41.8% |
| 10Y | +300.4% | +129.3% | +171.1% | +148.0% |
| All | +1,708.0% | +250.2% | +1,457.9% | +673.7% |
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