+243.0%
EQIX vs ALK
+573.0%
-330.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +2.5% |
| 7D | +6.1% | +8.9% | -2.8% | +4.0% |
| 30D | +2.8% | +5.9% | -3.2% | +1.1% |
| 3M | +1.6% | -16.5% | +18.2% | +5.3% |
| 6M | -0.7% | +2.1% | -2.8% | -2.7% |
| YTD | +39.7% | -17.1% | +56.8% | +41.6% |
| 1Y | +30.6% | -2.9% | +33.5% | +27.1% |
| 3Y | +48.4% | +24.5% | +24.0% | +30.4% |
| 5Y | +46.0% | -29.1% | +75.1% | +43.7% |
| 10Y | +267.7% | -39.1% | +306.8% | +229.4% |
| All | +243.0% | +573.0% | -330.0% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling