+153.0%
ALNY vs EQH
+234.7%
-81.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -6.5% | +0.7% | -7.3% | -6.7% |
| 30D | +11.0% | +2.8% | +8.2% | +10.2% |
| 3M | -14.1% | +23.1% | -37.2% | -19.1% |
| 6M | -22.4% | +41.4% | -63.8% | -29.9% |
| YTD | -37.5% | +14.3% | -51.7% | -40.3% |
| 1Y | -46.9% | +1.6% | -48.5% | -48.0% |
| 3Y | +22.1% | +102.7% | -80.6% | -2.7% |
| 5Y | +31.2% | +104.5% | -73.3% | +3.2% |
| All | +153.0% | +234.7% | -81.7% | +69.8% |
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