+167.2%
EQIX vs ALC
+27.5%
+139.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.6% |
| 7D | +1.3% | -6.3% | +7.6% | +4.0% |
| 30D | +3.4% | +12.6% | -9.2% | -1.8% |
| 3M | +3.9% | -3.8% | +7.8% | +5.1% |
| 6M | -0.7% | +16.8% | -17.5% | -8.2% |
| YTD | +41.5% | -7.6% | +49.1% | +43.4% |
| 1Y | +32.9% | -5.9% | +38.7% | +33.2% |
| 3Y | +48.3% | +0.6% | +47.7% | +39.6% |
| 5Y | +52.3% | -9.5% | +61.8% | +48.4% |
| All | +167.2% | +27.5% | +139.7% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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