+19.3%
ARM vs EQH
+18.6%
+0.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -6.0% |
| 7D | -18.7% | +2.8% | -21.5% | -19.7% |
| 30D | -36.7% | +3.9% | -40.6% | -37.8% |
| 3M | -31.6% | +16.3% | -47.9% | -36.3% |
| 6M | -5.6% | +37.1% | -42.8% | -18.9% |
| YTD | +75.5% | +20.2% | +55.3% | +48.1% |
| 1Y | +19.3% | +17.9% | +1.4% | +0.6% |
| All | +19.3% | +18.6% | +0.7% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling