+244.0%
EQIX vs AG
+68.4%
+175.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.6% |
| 7D | +0.2% | -6.7% | +6.9% | +0.7% |
| 30D | -2.5% | +2.2% | -4.6% | -2.7% |
| 3M | 0.0% | +15.7% | -15.7% | -1.4% |
| 6M | +7.6% | -23.8% | +31.4% | +8.9% |
| YTD | +37.5% | +17.6% | +19.9% | +33.6% |
| 1Y | +32.9% | +88.6% | -55.7% | +23.7% |
| 3Y | +42.8% | +253.4% | -210.7% | +23.2% |
| 5Y | +35.8% | +62.4% | -26.6% | +21.2% |
| All | +244.0% | +68.4% | +175.6% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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