+237.0%
EQIX vs ALK
+578.5%
-341.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -1.4% | -19.2% | +17.8% | +3.3% |
| 3M | -4.4% | -1.5% | -2.9% | -4.9% |
| 6M | +7.9% | -13.1% | +21.0% | +9.3% |
| YTD | +37.3% | -16.4% | +53.7% | +39.4% |
| 1Y | +37.8% | -33.1% | +70.9% | +46.5% |
| 3Y | +42.0% | +0.6% | +41.4% | +31.7% |
| 5Y | +29.6% | -26.4% | +56.0% | +26.4% |
| 10Y | +238.3% | -34.2% | +272.5% | +197.5% |
| All | +237.0% | +578.5% | -341.5% | +31.2% |
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