+56.1%
AMT vs EQH
+226.9%
-170.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.5% | +1.1% | +0.3% | +1.2% |
| 30D | +3.7% | -1.1% | +4.8% | +3.9% |
| 3M | -7.2% | +25.0% | -32.2% | -11.5% |
| 6M | -4.2% | +33.9% | -38.0% | -10.2% |
| YTD | +1.9% | +11.6% | -9.7% | -1.2% |
| 1Y | -6.4% | +1.5% | -7.9% | -7.6% |
| 3Y | +7.7% | +96.7% | -89.0% | -12.3% |
| 5Y | -30.9% | +93.9% | -124.8% | -44.5% |
| All | +56.1% | +226.9% | -170.7% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling