-20.2%
AMRZ vs EQH
+1.2%
-21.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -4.7% | +1.1% | -5.8% | -5.0% |
| 30D | -11.3% | -1.1% | -10.2% | -11.0% |
| 3M | -22.1% | +25.0% | -47.1% | -28.0% |
| 6M | -29.6% | +33.9% | -63.5% | -36.8% |
| YTD | -23.3% | +11.6% | -34.9% | -27.6% |
| 1Y | -23.7% | +1.5% | -25.2% | -27.3% |
| All | -20.2% | +1.2% | -21.4% | -25.7% |
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