+652.6%
AMAT vs EQH
+249.1%
+403.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | +19.3% | +5.1% | +14.2% | +16.4% |
| 30D | -17.9% | +4.7% | -22.7% | -19.6% |
| 3M | -30.4% | +7.2% | -37.7% | -33.1% |
| 6M | -11.4% | +38.9% | -50.3% | -26.6% |
| YTD | +48.8% | +19.2% | +29.6% | +32.3% |
| 1Y | +66.0% | +25.5% | +40.5% | +43.2% |
| 3Y | +158.8% | +125.2% | +33.6% | +54.7% |
| 5Y | +153.2% | +81.6% | +71.6% | +67.9% |
| All | +652.6% | +249.1% | +403.5% | +232.7% |
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