+248.8%
EQIX vs ARMK
+134.7%
+114.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +0.4% | +2.4% | -1.9% | 0.0% |
| 3M | -1.1% | +6.1% | -7.2% | -2.0% |
| 6M | +11.5% | +41.8% | -30.3% | +5.8% |
| YTD | +38.2% | +55.5% | -17.3% | +29.0% |
| 1Y | +36.7% | +49.6% | -12.9% | +28.2% |
| 3Y | +44.1% | +122.8% | -78.7% | +26.8% |
| 5Y | +34.8% | +151.0% | -116.2% | +16.7% |
| 10Y | +248.8% | +138.0% | +110.8% | +225.7% |
| All | +248.8% | +134.7% | +114.0% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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