-99.8%
AMIX vs EQH
+68.0%
-167.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.6% | +1.1% | +0.4% | +1.3% |
| 30D | -50.8% | -1.1% | -49.7% | -50.7% |
| 3M | -46.3% | +25.0% | -71.3% | -50.9% |
| 6M | -49.9% | +33.9% | -83.7% | -55.2% |
| YTD | -60.4% | +11.6% | -72.0% | -62.7% |
| 1Y | -81.7% | +1.5% | -83.2% | -82.1% |
| All | -99.8% | +68.0% | -167.8% | -99.8% |
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 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