+680.5%
AMAT vs EQH
+250.5%
+430.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.7% |
| 7D | +7.0% | -0.5% | +7.4% | +7.7% |
| 30D | -20.6% | +4.4% | -25.0% | -22.1% |
| 3M | -24.8% | +8.8% | -33.5% | -28.2% |
| 6M | -10.7% | +38.1% | -48.9% | -25.8% |
| YTD | +54.3% | +19.7% | +34.6% | +36.9% |
| 1Y | +73.7% | +27.8% | +46.0% | +48.4% |
| 3Y | +168.4% | +126.1% | +42.3% | +60.0% |
| 5Y | +167.6% | +83.3% | +84.2% | +76.5% |
| All | +680.5% | +250.5% | +430.0% | +244.2% |
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