+299.7%
ARM vs EQH
+95.1%
+204.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.5% |
| 7D | +4.8% | -1.8% | +6.5% | +5.9% |
| 30D | -5.5% | +2.4% | -7.9% | -7.2% |
| 3M | -17.3% | +26.3% | -43.6% | -30.1% |
| 6M | +110.9% | +35.8% | +75.0% | +67.7% |
| YTD | +132.5% | +12.7% | +119.9% | +109.6% |
| 1Y | +64.9% | +2.5% | +62.5% | +57.8% |
| All | +299.7% | +95.1% | +204.6% | +129.8% |
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