+32.0%
EQIX vs AS
+142.2%
-110.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.8% |
| 7D | +6.1% | +5.8% | +0.3% | +5.4% |
| 30D | +2.8% | +15.4% | -12.6% | +1.1% |
| 3M | +1.6% | -11.9% | +13.5% | +2.9% |
| 6M | -0.7% | -9.9% | +9.2% | +0.1% |
| YTD | +39.7% | -13.1% | +52.8% | +40.7% |
| 1Y | +30.6% | +9.9% | +20.7% | +27.3% |
| All | +32.0% | +142.2% | -110.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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