+645.5%
EQIX vs ALM
+3,551.9%
-2,906.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -1.8% |
| 7D | +4.1% | +1.2% | +2.8% | +4.0% |
| 30D | +5.8% | -19.3% | +25.1% | +5.9% |
| 3M | -1.4% | -40.6% | +39.3% | -1.2% |
| 6M | -1.2% | -57.9% | +56.7% | -0.9% |
| YTD | +39.6% | -6.7% | +46.3% | +39.5% |
| 1Y | +36.8% | +20.2% | +16.7% | +36.6% |
| 3Y | +47.3% | +879.4% | -832.2% | +45.3% |
| 5Y | +50.1% | +415.3% | -365.1% | +48.3% |
| 10Y | +293.3% | +2,100.8% | -1,807.5% | +285.3% |
| All | +645.5% | +3,551.9% | -2,906.4% | +615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling