-66.5%
AMC vs EQH
+95.5%
-162.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -6.8% | +1.1% | -7.9% | -7.5% |
| 30D | +1.7% | -1.1% | +2.8% | +2.0% |
| 3M | +26.8% | +25.0% | +1.8% | +10.1% |
| 6M | +117.7% | +33.9% | +83.8% | +82.5% |
| YTD | +57.7% | +11.6% | +46.1% | +45.2% |
| 1Y | -12.5% | +1.5% | -14.0% | -15.6% |
| All | -66.5% | +95.5% | -162.0% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling