+244.0%
EQIX vs ALM
+2,589.2%
-2,345.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.6% |
| 7D | +0.2% | -11.8% | +12.0% | +0.5% |
| 30D | -2.5% | +7.8% | -10.3% | -2.8% |
| 3M | 0.0% | -9.3% | +9.2% | 0.0% |
| 6M | +7.6% | -30.5% | +38.1% | +8.1% |
| YTD | +37.5% | +75.8% | -38.3% | +34.3% |
| 1Y | +32.9% | +241.2% | -208.3% | +27.0% |
| 3Y | +42.8% | +1,872.6% | -1,829.9% | +26.2% |
| 5Y | +35.8% | +849.6% | -813.8% | +21.7% |
| All | +244.0% | +2,589.2% | -2,345.3% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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