+262.0%
AMAT vs EQH
+93.8%
+168.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +6.9% | +1.1% | +5.8% | +6.2% |
| 30D | -10.1% | -1.1% | -9.0% | -10.0% |
| 3M | -6.0% | +25.0% | -31.0% | -17.7% |
| 6M | +38.6% | +33.9% | +4.8% | +15.6% |
| YTD | +83.1% | +11.6% | +71.5% | +68.4% |
| 1Y | +188.3% | +1.5% | +186.8% | +177.7% |
| 3Y | +225.3% | +96.7% | +128.6% | +96.5% |
| 5Y | +262.0% | +93.9% | +168.1% | +122.8% |
| All | +262.0% | +93.8% | +168.2% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling