-56.0%
AFRM vs EQH
+82.2%
-138.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -2.2% |
| 7D | -4.4% | +6.5% | -10.9% | -12.2% |
| 30D | -7.7% | +6.1% | -13.7% | -14.7% |
| 3M | -16.9% | +6.2% | -23.1% | -23.7% |
| 6M | +2.5% | +38.1% | -35.6% | -35.2% |
| YTD | -12.5% | +20.2% | -32.7% | -35.0% |
| 1Y | -11.0% | +27.6% | -38.6% | -39.5% |
| 3Y | +184.6% | +128.8% | +55.8% | -21.8% |
| All | -56.0% | +82.2% | -138.2% | -81.9% |
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