+30.4%
EQIX vs ALC
-15.6%
+46.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | +1.3% | -3.7% | +5.0% | +2.8% |
| 30D | +0.3% | -3.7% | +4.1% | +1.7% |
| 3M | -1.6% | +4.6% | -6.1% | -3.9% |
| 6M | +12.2% | -14.6% | +26.8% | +18.4% |
| YTD | +38.0% | -11.9% | +49.8% | +43.0% |
| 1Y | +38.9% | -13.1% | +52.1% | +44.4% |
| 3Y | +43.8% | -15.0% | +58.8% | +46.9% |
| 5Y | +30.4% | -16.2% | +46.6% | +27.7% |
| All | +30.4% | -15.6% | +46.0% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling