+214.2%
ARM vs EQH
+106.3%
+107.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | +19.8% | +5.1% | +14.7% | +15.9% |
| 30D | -21.8% | +4.7% | -26.5% | -23.8% |
| 3M | -26.5% | +7.2% | -33.8% | -29.8% |
| 6M | -3.9% | +38.9% | -42.8% | -24.0% |
| YTD | +82.8% | +19.2% | +63.6% | +59.1% |
| 1Y | +34.3% | +25.5% | +8.8% | +12.0% |
| 3Y | +282.2% | +125.2% | +157.0% | +96.6% |
| All | +214.2% | +106.3% | +107.9% | +74.5% |
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