+5.8%
AMCR vs EQH
+100.2%
-94.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -6.3% | +0.7% | -7.0% | -6.4% |
| 30D | -7.8% | +2.8% | -10.6% | -8.6% |
| 3M | +7.5% | +23.1% | -15.6% | +1.4% |
| 6M | +2.7% | +41.4% | -38.7% | -6.8% |
| YTD | +6.0% | +14.3% | -8.2% | +1.0% |
| 1Y | +7.8% | +1.6% | +6.2% | +5.8% |
| 3Y | +5.8% | +102.7% | -96.9% | -23.8% |
| All | +5.8% | +100.2% | -94.4% | -23.8% |
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