+796.9%
AMAT vs EQH
+230.1%
+566.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.1% | -3.7% |
| 7D | +4.2% | -1.8% | +5.9% | +5.0% |
| 30D | -13.5% | +2.4% | -16.0% | -15.0% |
| 3M | -8.6% | +26.3% | -34.9% | -20.3% |
| 6M | +31.6% | +35.8% | -4.2% | +9.1% |
| YTD | +77.3% | +12.7% | +64.6% | +62.0% |
| 1Y | +179.4% | +2.5% | +176.9% | +166.6% |
| 3Y | +215.0% | +98.6% | +116.4% | +100.2% |
| 5Y | +245.8% | +101.7% | +144.1% | +116.2% |
| All | +796.9% | +230.1% | +566.8% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling