+292.0%
EQIX vs BAH
+199.5%
+92.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +7.6% | -2.6% | +10.1% | +8.1% |
| 30D | +5.2% | +20.4% | -15.1% | +0.8% |
| 3M | +0.8% | +11.9% | -11.0% | -2.2% |
| 6M | +0.2% | +17.1% | -16.9% | -4.4% |
| YTD | +42.2% | +5.5% | +36.6% | +37.2% |
| 1Y | +34.7% | +5.6% | +29.1% | +29.6% |
| 3Y | +49.0% | -26.5% | +75.5% | +51.5% |
| 5Y | +52.8% | +6.5% | +46.4% | +32.8% |
| All | +292.0% | +199.5% | +92.5% | +162.9% |
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