+237.0%
EQIX vs APA
+158.0%
+79.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -1.4% | +23.4% | -24.8% | -4.9% |
| 3M | -4.4% | +12.7% | -17.1% | -6.7% |
| 6M | +7.9% | +39.4% | -31.5% | +1.1% |
| YTD | +37.3% | +79.0% | -41.7% | +23.0% |
| 1Y | +37.8% | +88.8% | -51.0% | +21.6% |
| 3Y | +42.0% | +6.4% | +35.6% | +33.8% |
| 5Y | +29.6% | +153.0% | -123.3% | +0.4% |
| 10Y | +238.3% | +7.5% | +230.8% | +147.9% |
| All | +237.0% | +158.0% | +79.0% | +174.6% |
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