+742.5%
EQIX vs ARMK
+350.8%
+391.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | -1.4% | 0.0% | -1.5% | -1.5% |
| 3M | -4.4% | +6.7% | -11.1% | -5.5% |
| 6M | +7.9% | +38.8% | -30.9% | +2.2% |
| YTD | +37.3% | +55.2% | -17.9% | +27.3% |
| 1Y | +37.8% | +46.6% | -8.8% | +28.9% |
| 3Y | +42.0% | +112.9% | -70.9% | +24.0% |
| 5Y | +29.6% | +144.0% | -114.3% | +10.5% |
| 10Y | +238.3% | +132.4% | +105.9% | +195.5% |
| All | +742.5% | +350.8% | +391.6% | +566.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling