+293.4%
ARM vs EQH
+128.3%
+165.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.6% | +11.5% | +11.6% |
| 7D | +6.0% | -0.5% | +6.5% | +6.8% |
| 30D | -20.3% | +4.4% | -24.7% | -22.3% |
| 3M | -24.4% | +8.8% | -33.2% | -28.4% |
| 6M | -4.4% | +38.1% | -42.5% | -24.0% |
| YTD | +86.0% | +19.7% | +66.4% | +61.7% |
| 1Y | +35.8% | +27.8% | +8.0% | +11.9% |
| All | +293.4% | +128.3% | +165.1% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling