+750.9%
EQIX vs AR
-27.2%
+778.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -0.9% |
| 30D | -1.4% | +14.8% | -16.2% | -2.2% |
| 3M | -4.4% | +6.2% | -10.7% | -4.8% |
| 6M | +7.9% | +4.3% | +3.7% | +7.5% |
| YTD | +37.3% | +14.4% | +22.9% | +35.9% |
| 1Y | +37.8% | +21.3% | +16.5% | +35.9% |
| 3Y | +42.0% | +39.8% | +2.2% | +38.4% |
| 5Y | +29.6% | +142.1% | -112.4% | +23.4% |
| 10Y | +238.3% | +52.0% | +186.3% | +212.7% |
| All | +750.9% | -27.2% | +778.1% | +756.8% |
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