-98.3%
AMC vs EQH
+230.1%
-328.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.6% |
| 7D | -7.1% | -1.8% | -5.3% | -6.1% |
| 30D | -1.7% | +2.4% | -4.1% | -3.3% |
| 3M | +13.5% | +26.3% | -12.8% | -3.1% |
| 6M | +112.6% | +35.8% | +76.8% | +74.4% |
| YTD | +51.3% | +12.7% | +38.6% | +38.3% |
| 1Y | -14.5% | +2.5% | -16.9% | -17.8% |
| 3Y | -67.1% | +98.6% | -165.8% | -79.7% |
| 5Y | -99.5% | +101.7% | -201.2% | -99.7% |
| All | -98.3% | +230.1% | -328.3% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling