+292.0%
EQIX vs ALB
+34.2%
+257.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +7.6% | -3.6% | +11.1% | +8.1% |
| 30D | +5.2% | -2.9% | +8.1% | +5.6% |
| 3M | +0.8% | -25.8% | +26.7% | +4.4% |
| 6M | +0.2% | -53.6% | +53.8% | +10.0% |
| YTD | +42.2% | -32.4% | +74.5% | +46.4% |
| 1Y | +34.7% | -13.0% | +47.8% | +33.5% |
| 3Y | +49.0% | -15.0% | +64.0% | +40.5% |
| 5Y | +52.8% | -63.5% | +116.4% | +61.6% |
| All | +292.0% | +34.2% | +257.8% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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