+244.0%
EQIX vs AWK
+132.0%
+112.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.2% |
| 7D | +0.2% | -2.1% | +2.3% | +1.3% |
| 30D | -2.5% | +2.1% | -4.5% | -3.7% |
| 3M | 0.0% | +11.4% | -11.4% | -6.3% |
| 6M | +7.6% | +3.9% | +3.7% | +4.4% |
| YTD | +37.5% | +7.7% | +29.8% | +30.4% |
| 1Y | +32.9% | +1.3% | +31.6% | +29.8% |
| 3Y | +42.8% | +7.2% | +35.6% | +30.2% |
| 5Y | +35.8% | -17.0% | +52.8% | +44.3% |
| All | +244.0% | +132.0% | +112.0% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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