+631.9%
AMAT vs EQH
+252.0%
+379.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.2% |
| 7D | +11.4% | +6.5% | +4.8% | +7.9% |
| 30D | -17.0% | +6.1% | -23.1% | -19.3% |
| 3M | -30.6% | +6.2% | -36.9% | -33.0% |
| 6M | -14.9% | +38.1% | -53.0% | -29.3% |
| YTD | +44.7% | +20.2% | +24.5% | +28.0% |
| 1Y | +66.9% | +27.6% | +39.3% | +42.7% |
| 3Y | +153.3% | +128.8% | +24.5% | +50.0% |
| 5Y | +146.2% | +83.1% | +63.1% | +62.5% |
| All | +631.9% | +252.0% | +379.9% | +222.0% |
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