+115.6%
AMDL vs EQH
+58.4%
+57.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.6% | -7.5% |
| 7D | +20.7% | -1.8% | +22.5% | +22.2% |
| 30D | +9.4% | +2.4% | +7.0% | +6.5% |
| 3M | +5.6% | +26.3% | -20.7% | -17.3% |
| 6M | +340.3% | +35.8% | +304.5% | +212.2% |
| YTD | +253.6% | +12.7% | +241.0% | +203.2% |
| 1Y | +443.4% | +2.5% | +440.9% | +407.2% |
| All | +115.6% | +58.4% | +57.2% | +78.8% |
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