+34.8%
AKAM vs EQH
+3.9%
+31.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | -13.0% | +2.8% | -15.9% | -13.6% |
| 3M | -19.4% | +23.1% | -42.5% | -23.2% |
| 6M | +0.3% | +41.4% | -41.1% | -7.9% |
| YTD | +22.4% | +14.3% | +8.1% | +16.9% |
| 1Y | +34.8% | +1.6% | +33.2% | +30.2% |
| All | +34.8% | +3.9% | +31.0% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling