-24.9%
AFRM vs EQH
+122.7%
-147.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.4% |
| 7D | -7.0% | +5.5% | -12.5% | -12.6% |
| 30D | -7.8% | +3.2% | -11.0% | -11.5% |
| 3M | +5.3% | +32.5% | -27.2% | -26.1% |
| 6M | +42.6% | +33.7% | +8.9% | -2.9% |
| YTD | -2.8% | +13.4% | -16.2% | -19.6% |
| 1Y | -19.3% | +0.6% | -19.9% | -23.3% |
| 3Y | +231.0% | +95.1% | +135.8% | +42.6% |
| 5Y | -22.2% | +92.7% | -114.9% | -62.3% |
| All | -24.9% | +122.7% | -147.6% | -66.9% |
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 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