+773.9%
EQIX vs AMCR
+97.2%
+676.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | +2.3% | -6.3% | +8.6% | +3.8% |
| 30D | +0.4% | -7.1% | +7.6% | +2.0% |
| 3M | -1.1% | +12.7% | -13.8% | -4.2% |
| 6M | +11.5% | +5.2% | +6.3% | +9.4% |
| YTD | +38.2% | +8.1% | +30.2% | +34.3% |
| 1Y | +36.7% | +11.7% | +24.9% | +31.5% |
| 3Y | +44.1% | +9.9% | +34.2% | +38.0% |
| 5Y | +34.8% | -8.7% | +43.5% | +34.6% |
| 10Y | +248.8% | +16.8% | +232.0% | +216.4% |
| All | +773.9% | +97.2% | +676.7% | +671.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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