+95.5%
ABT vs EQH
+234.7%
-139.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | -5.9% | +0.7% | -6.6% | -6.0% |
| 30D | -8.1% | +2.8% | -10.9% | -8.7% |
| 3M | +14.5% | +23.1% | -8.6% | +9.0% |
| 6M | -6.3% | +41.4% | -47.7% | -13.9% |
| YTD | -17.1% | +14.3% | -31.4% | -20.4% |
| 1Y | -21.4% | +1.6% | -23.0% | -22.5% |
| 3Y | +5.9% | +102.7% | -96.8% | -14.8% |
| 5Y | -12.8% | +104.5% | -117.3% | -31.2% |
| All | +95.5% | +234.7% | -139.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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