-99.2%
AMC vs EQH
+82.2%
-181.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.3% |
| 7D | +3.5% | +6.5% | -3.0% | -0.9% |
| 30D | +12.5% | +6.1% | +6.4% | +8.5% |
| 3M | +23.6% | +6.2% | +17.3% | +18.1% |
| 6M | +144.4% | +38.1% | +106.3% | +89.7% |
| YTD | +108.3% | +20.2% | +88.2% | +78.3% |
| 1Y | +38.9% | +27.6% | +11.3% | +13.5% |
| 3Y | -58.9% | +128.8% | -187.7% | -81.7% |
| All | -99.2% | +82.2% | -181.5% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling