-26.0%
AFRM vs EQH
+93.8%
-119.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.6% |
| 7D | -8.0% | +1.1% | -9.1% | -9.5% |
| 30D | -9.8% | -1.1% | -8.7% | -8.9% |
| 3M | +4.7% | +25.0% | -20.3% | -23.3% |
| 6M | +34.1% | +33.9% | +0.2% | -12.4% |
| YTD | -8.4% | +11.6% | -20.0% | -24.4% |
| 1Y | -22.9% | +1.5% | -24.4% | -28.5% |
| 3Y | +203.3% | +96.7% | +106.6% | +9.5% |
| 5Y | -26.0% | +93.9% | -119.8% | -65.7% |
| All | -26.0% | +93.8% | -119.8% | -65.7% |
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 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