+4,051.7%
AMD vs EQH
+230.1%
+3,821.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.8% |
| 7D | +10.4% | -1.8% | +12.2% | +11.2% |
| 30D | +6.2% | +2.4% | +3.7% | +4.7% |
| 3M | +11.3% | +26.3% | -15.0% | -1.1% |
| 6M | +147.8% | +35.8% | +112.0% | +110.6% |
| YTD | +135.2% | +12.7% | +122.5% | +117.7% |
| 1Y | +215.7% | +2.5% | +213.2% | +203.5% |
| 3Y | +374.7% | +98.6% | +276.1% | +228.3% |
| 5Y | +378.7% | +101.7% | +277.0% | +231.6% |
| All | +4,051.7% | +230.1% | +3,821.6% | +2,111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling