+239.3%
EQIX vs APA
-2.8%
+242.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -0.4% | +9.6% | -10.0% | -1.0% |
| 3M | -0.9% | +18.0% | -18.9% | -2.1% |
| 6M | +8.1% | +41.9% | -33.7% | +5.2% |
| YTD | +35.7% | +86.3% | -50.6% | +29.3% |
| 1Y | +34.0% | +97.9% | -63.9% | +26.8% |
| 3Y | +41.4% | +12.8% | +28.6% | +37.0% |
| 5Y | +34.0% | +177.2% | -143.2% | +22.0% |
| All | +239.3% | -2.8% | +242.1% | +196.8% |
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