+798.3%
AMAT vs EQH
+232.3%
+566.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.9% |
| 7D | -1.5% | +5.5% | -7.0% | -4.4% |
| 30D | -14.8% | +3.2% | -18.0% | -16.6% |
| 3M | -9.3% | +32.5% | -41.8% | -22.9% |
| 6M | +27.4% | +33.7% | -6.4% | +6.7% |
| YTD | +77.6% | +13.4% | +64.1% | +61.8% |
| 1Y | +188.9% | +0.6% | +188.4% | +178.8% |
| 3Y | +202.3% | +95.1% | +107.2% | +94.2% |
| 5Y | +248.9% | +92.7% | +156.2% | +123.6% |
| All | +798.3% | +232.3% | +566.0% | +306.9% |
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