-45.3%
ACHR vs EQH
+135.1%
-180.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | -5.4% | -1.8% | -3.6% | -4.2% |
| 30D | -19.7% | +2.4% | -22.2% | -21.3% |
| 3M | +7.9% | +26.3% | -18.4% | -10.6% |
| 6M | -13.8% | +35.8% | -49.6% | -33.3% |
| YTD | -27.5% | +12.7% | -40.2% | -35.2% |
| 1Y | -33.9% | +2.5% | -36.4% | -36.5% |
| 3Y | -20.0% | +98.6% | -118.6% | -50.8% |
| 5Y | -44.0% | +101.7% | -145.7% | -65.0% |
| All | -45.3% | +135.1% | -180.5% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling