-18.7%
AMRZ vs EQH
+8.5%
-27.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | +15.6% | +4.4% | +11.3% | +13.8% |
| 3M | -12.1% | +8.8% | -20.9% | -14.8% |
| 6M | -19.4% | +38.1% | -57.6% | -28.3% |
| YTD | -21.9% | +19.7% | -41.5% | -28.1% |
| 1Y | -15.0% | +27.8% | -42.8% | -23.0% |
| All | -18.7% | +8.5% | -27.2% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling