+292.0%
EQIX vs ALK
-45.1%
+337.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.3% | +1.1% |
| 7D | +7.6% | +0.9% | +6.7% | +7.4% |
| 30D | +5.2% | +3.3% | +2.0% | +4.6% |
| 3M | +0.8% | -17.6% | +18.4% | +3.2% |
| 6M | +0.2% | +0.8% | -0.6% | -0.7% |
| YTD | +42.2% | -22.4% | +64.5% | +44.8% |
| 1Y | +34.7% | -10.1% | +44.8% | +34.1% |
| 3Y | +49.0% | +14.0% | +35.0% | +40.6% |
| 5Y | +52.8% | -29.8% | +82.7% | +51.5% |
| All | +292.0% | -45.1% | +337.1% | +284.3% |
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