+731.8%
EQIX vs AR
-33.4%
+765.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.6% |
| 7D | -0.1% | -14.3% | +14.2% | +0.6% |
| 30D | -1.8% | +1.4% | -3.3% | -2.0% |
| 3M | -3.4% | +3.4% | -6.7% | -3.6% |
| 6M | -6.0% | -2.1% | -3.9% | -6.1% |
| YTD | +34.2% | +4.7% | +29.5% | +33.4% |
| 1Y | +26.2% | +10.6% | +15.7% | +25.0% |
| 3Y | +41.7% | +24.6% | +17.1% | +38.8% |
| 5Y | +43.1% | +71.9% | -28.8% | +37.9% |
| 10Y | +260.8% | +46.4% | +214.4% | +233.8% |
| All | +731.8% | -33.4% | +765.2% | +740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling