+248.8%
EQIX vs AR
+43.0%
+205.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +0.4% | +5.5% | -5.1% | +0.2% |
| 3M | -1.1% | +12.9% | -14.0% | -1.8% |
| 6M | +11.5% | +0.1% | +11.4% | +11.3% |
| YTD | +38.2% | +13.5% | +24.7% | +36.9% |
| 1Y | +36.7% | +21.6% | +15.1% | +34.7% |
| 3Y | +44.1% | +46.0% | -1.9% | +40.2% |
| 5Y | +34.8% | +143.7% | -108.9% | +28.7% |
| 10Y | +248.8% | +44.3% | +204.5% | +228.1% |
| All | +248.8% | +43.0% | +205.8% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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