+762.4%
EQIX vs AR
-30.5%
+792.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.5% |
| 7D | +3.5% | -5.8% | +9.3% | +3.8% |
| 30D | +2.3% | +4.8% | -2.5% | +2.0% |
| 3M | +1.1% | +1.5% | -0.4% | +0.9% |
| 6M | -1.1% | +4.7% | -5.8% | -1.5% |
| YTD | +39.1% | +9.2% | +29.9% | +38.0% |
| 1Y | +29.5% | +11.2% | +18.3% | +28.2% |
| 3Y | +45.8% | +46.2% | -0.4% | +41.8% |
| 5Y | +48.4% | +98.1% | -49.6% | +42.3% |
| 10Y | +285.1% | +54.5% | +230.5% | +255.3% |
| All | +762.4% | -30.5% | +792.9% | +769.6% |
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