+228.1%
AMAT vs EQH
+100.4%
+127.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.6% |
| 7D | +7.0% | +5.4% | +1.6% | +4.7% |
| 30D | -12.2% | +1.0% | -13.2% | -12.9% |
| 3M | -3.8% | +26.7% | -30.6% | -13.5% |
| 6M | +45.9% | +34.4% | +11.6% | +27.1% |
| YTD | +84.6% | +11.5% | +73.2% | +73.8% |
| 1Y | +193.4% | +0.4% | +193.0% | +188.1% |
| 3Y | +228.1% | +96.5% | +131.6% | +149.8% |
| All | +228.1% | +100.4% | +127.7% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling