+149.1%
ADP vs EQH
+226.9%
-77.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -5.7% | +1.1% | -6.8% | -6.0% |
| 30D | -3.1% | -1.1% | -2.0% | -2.8% |
| 3M | +15.6% | +25.0% | -9.4% | +6.0% |
| 6M | +20.8% | +33.9% | -13.1% | +7.3% |
| YTD | +4.7% | +11.6% | -6.8% | -0.7% |
| 1Y | -8.3% | +1.5% | -9.8% | -10.3% |
| 3Y | +13.6% | +96.7% | -83.2% | -17.1% |
| 5Y | +45.0% | +93.9% | -48.8% | +3.3% |
| All | +149.1% | +226.9% | -77.7% | +28.8% |
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