+34.0%
EQIX vs AWK
-17.3%
+51.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -0.4% | +2.8% | -3.1% | -1.7% |
| 3M | -0.9% | +11.3% | -12.2% | -6.0% |
| 6M | +8.1% | +6.7% | +1.4% | +4.3% |
| YTD | +35.7% | +9.4% | +26.3% | +29.0% |
| 1Y | +34.0% | +3.7% | +30.2% | +30.2% |
| 3Y | +41.4% | +9.2% | +32.2% | +29.3% |
| 5Y | +34.0% | -15.7% | +49.7% | +37.1% |
| All | +34.0% | -17.3% | +51.3% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling