+28.6%
EQIX vs AMDL
+92.1%
-63.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +3.5% | +5.4% | -1.9% | +2.4% |
| 30D | +2.3% | -36.6% | +39.0% | +4.0% |
| 3M | +1.1% | -1.0% | +2.1% | -0.3% |
| 6M | -1.1% | -12.1% | +11.0% | -3.6% |
| YTD | +39.1% | +215.1% | -176.0% | +22.1% |
| 1Y | +29.5% | +130.4% | -100.9% | +15.7% |
| All | +28.6% | +92.1% | -63.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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