+292.0%
EQIX vs APA
+7.0%
+285.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | +0.3% |
| 7D | +7.6% | +9.6% | -2.1% | +6.9% |
| 30D | +5.2% | -0.2% | +5.5% | +5.2% |
| 3M | +0.8% | +19.8% | -19.0% | -0.5% |
| 6M | +0.2% | +30.1% | -29.8% | -1.8% |
| YTD | +42.2% | +100.4% | -58.3% | +34.7% |
| 1Y | +34.7% | +105.2% | -70.5% | +27.4% |
| 3Y | +49.0% | +44.6% | +4.4% | +41.9% |
| 5Y | +52.8% | +88.8% | -36.0% | +42.1% |
| All | +292.0% | +7.0% | +285.0% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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