+238.6%
EQIX vs ALK
-38.6%
+277.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +0.3% | -18.5% | +18.8% | +3.1% |
| 3M | -1.6% | -3.6% | +2.0% | -1.6% |
| 6M | +12.2% | -3.7% | +15.9% | +11.5% |
| YTD | +38.0% | -19.0% | +57.0% | +40.0% |
| 1Y | +38.9% | -36.0% | +75.0% | +45.3% |
| 3Y | +43.8% | +2.3% | +41.5% | +37.8% |
| 5Y | +30.4% | -27.8% | +58.1% | +28.7% |
| 10Y | +238.6% | -39.0% | +277.6% | +202.0% |
| All | +238.6% | -38.6% | +277.2% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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