+153.4%
ADM vs EQH
+234.7%
-81.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | +9.5% | +2.8% | +6.6% | +8.3% |
| 3M | +10.6% | +23.1% | -12.5% | +2.7% |
| 6M | +24.0% | +41.4% | -17.4% | +8.8% |
| YTD | +54.0% | +14.3% | +39.7% | +44.7% |
| 1Y | +45.3% | +1.6% | +43.7% | +42.0% |
| 3Y | +21.8% | +102.7% | -81.0% | -11.2% |
| 5Y | +66.8% | +104.5% | -37.8% | +17.0% |
| All | +153.4% | +234.7% | -81.3% | +37.6% |
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