+4,302.8%
AMD vs EQH
+252.0%
+4,050.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.2% |
| 7D | +18.9% | +6.5% | +12.4% | +15.6% |
| 30D | -6.4% | +6.1% | -12.5% | -8.5% |
| 3M | +10.6% | +6.2% | +4.3% | +7.7% |
| 6M | +19.9% | +38.1% | -18.2% | +2.3% |
| YTD | +149.4% | +20.2% | +129.2% | +125.0% |
| 1Y | +115.4% | +27.6% | +87.8% | +88.4% |
| 3Y | +357.3% | +128.8% | +228.5% | +198.5% |
| 5Y | +261.1% | +83.1% | +178.0% | +159.3% |
| All | +4,302.8% | +252.0% | +4,050.8% | +2,185.2% |
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