+159.1%
EQIX vs ALC
+24.0%
+135.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | -0.8% | -2.1% | +1.3% | +0.1% |
| 30D | -1.4% | -0.1% | -1.3% | -1.6% |
| 3M | -4.4% | +5.9% | -10.3% | -7.3% |
| 6M | +7.9% | -15.9% | +23.9% | +15.0% |
| YTD | +37.3% | -10.1% | +47.4% | +41.3% |
| 1Y | +37.8% | -10.2% | +48.0% | +41.3% |
| 3Y | +42.0% | -13.6% | +55.5% | +44.6% |
| 5Y | +29.6% | -15.1% | +44.8% | +30.3% |
| All | +159.1% | +24.0% | +135.1% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling