+63.7%
ADM vs EQH
+99.4%
-35.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +3.0% | -1.8% | +4.8% | +3.4% |
| 30D | +8.7% | +2.4% | +6.3% | +8.0% |
| 3M | +7.6% | +26.3% | -18.7% | +1.5% |
| 6M | +26.9% | +35.8% | -8.9% | +16.8% |
| YTD | +54.3% | +12.7% | +41.6% | +48.8% |
| 1Y | +45.7% | +2.5% | +43.2% | +43.9% |
| 3Y | +21.9% | +98.6% | -76.7% | -4.1% |
| All | +63.7% | +99.4% | -35.7% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling