+147.0%
ADM vs EQH
+226.5%
-79.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -0.1% | +5.4% | -5.5% | -1.9% |
| 30D | +11.0% | +1.0% | +10.0% | +10.5% |
| 3M | +6.0% | +26.7% | -20.7% | -2.6% |
| 6M | +26.9% | +34.4% | -7.4% | +13.3% |
| YTD | +50.0% | +11.5% | +38.5% | +42.2% |
| 1Y | +39.6% | +0.4% | +39.2% | +36.9% |
| 3Y | +18.5% | +96.5% | -78.0% | -12.6% |
| 5Y | +62.6% | +93.4% | -30.8% | +16.4% |
| All | +147.0% | +226.5% | -79.6% | +35.1% |
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