+242.8%
EQIX vs APA
+193.6%
+49.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | +4.1% | +8.5% | -4.5% | +2.7% |
| 30D | +5.8% | +2.8% | +3.0% | +5.2% |
| 3M | -1.4% | +21.7% | -23.1% | -4.8% |
| 6M | -1.2% | +32.6% | -33.8% | -6.5% |
| YTD | +39.6% | +103.7% | -64.1% | +22.1% |
| 1Y | +36.8% | +101.8% | -65.0% | +19.7% |
| 3Y | +47.3% | +48.1% | -0.8% | +31.2% |
| 5Y | +50.1% | +91.9% | -41.8% | +22.8% |
| 10Y | +293.3% | +8.4% | +284.9% | +193.4% |
| All | +242.8% | +193.6% | +49.1% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling