+1,641.3%
EQIX vs AWK
+969.7%
+671.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.7% |
| 30D | -1.4% | +5.6% | -7.0% | -4.4% |
| 3M | -4.4% | +15.9% | -20.3% | -12.1% |
| 6M | +7.9% | +4.6% | +3.4% | +4.4% |
| YTD | +37.3% | +10.1% | +27.2% | +29.0% |
| 1Y | +37.8% | +2.1% | +35.7% | +34.1% |
| 3Y | +42.0% | +9.8% | +32.1% | +28.6% |
| 5Y | +29.6% | -15.4% | +45.0% | +35.4% |
| 10Y | +238.3% | +129.4% | +108.9% | +103.2% |
| All | +1,641.3% | +969.7% | +671.6% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling