+245.7%
EQIX vs BAH
+192.9%
+52.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.3% | -1.3% | +3.7% | +2.7% |
| 30D | +0.4% | -6.6% | +7.1% | +2.0% |
| 3M | -1.1% | -7.2% | +6.0% | +0.1% |
| 6M | +11.5% | -10.0% | +21.5% | +13.1% |
| YTD | +38.2% | -12.5% | +50.7% | +39.7% |
| 1Y | +36.7% | -27.9% | +64.6% | +44.9% |
| 3Y | +44.1% | -31.4% | +75.5% | +46.9% |
| 5Y | +34.8% | -3.2% | +38.1% | +18.4% |
| All | +245.7% | +192.9% | +52.8% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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