+21.2%
AMCR vs EQH
+234.7%
-213.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -7.8% | +2.8% | -10.6% | -8.8% |
| 3M | +7.5% | +23.1% | -15.6% | -0.2% |
| 6M | +2.7% | +41.4% | -38.7% | -9.3% |
| YTD | +6.0% | +14.3% | -8.2% | +0.1% |
| 1Y | +7.8% | +1.6% | +6.2% | +5.4% |
| 3Y | +5.8% | +102.7% | -96.9% | -21.6% |
| 5Y | -11.6% | +104.5% | -116.2% | -36.2% |
| All | +21.2% | +234.7% | -213.5% | -31.0% |
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