-29.4%
AFRM vs EQH
+121.2%
-150.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.4% |
| 7D | -8.5% | -1.8% | -6.7% | -6.6% |
| 30D | -11.4% | +2.4% | -13.8% | -14.0% |
| 3M | +8.2% | +26.3% | -18.1% | -19.4% |
| 6M | +36.6% | +35.8% | +0.8% | -8.8% |
| YTD | -8.7% | +12.7% | -21.3% | -23.9% |
| 1Y | -19.9% | +2.5% | -22.3% | -25.7% |
| 3Y | +202.6% | +98.6% | +103.9% | +27.7% |
| 5Y | -45.0% | +101.7% | -146.7% | -73.4% |
| All | -29.4% | +121.2% | -150.6% | -68.7% |
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