+311.3%
ARM vs EQH
+93.0%
+218.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.9% |
| 7D | +11.4% | +5.4% | +5.9% | +7.3% |
| 30D | -7.4% | +1.0% | -8.5% | -8.4% |
| 3M | -24.5% | +26.7% | -51.2% | -36.4% |
| 6M | +128.7% | +34.4% | +94.3% | +83.2% |
| YTD | +139.3% | +11.5% | +127.8% | +117.3% |
| 1Y | +88.0% | +0.4% | +87.6% | +82.6% |
| All | +311.3% | +93.0% | +218.3% | +138.2% |
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