-98.0%
AMC vs EQH
+232.3%
-330.4%
-99.8%
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% | +5.0% |
| 7D | +2.3% | +5.5% | -3.2% | -1.1% |
| 30D | -0.7% | +3.2% | -4.0% | -3.1% |
| 3M | +35.2% | +32.5% | +2.7% | +12.1% |
| 6M | +124.6% | +33.7% | +90.8% | +86.0% |
| YTD | +69.9% | +13.4% | +56.4% | +54.6% |
| 1Y | -2.6% | +0.6% | -3.2% | -5.3% |
| 3Y | -79.8% | +95.1% | -174.9% | -87.4% |
| 5Y | -99.4% | +92.7% | -192.1% | -99.6% |
| All | -98.0% | +232.3% | -330.4% | -99.1% |
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 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