+296.4%
ARM vs EQH
+96.4%
+200.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.6% |
| 7D | +5.5% | +5.5% | 0.0% | +1.6% |
| 30D | -8.2% | +3.2% | -11.4% | -10.3% |
| 3M | -35.9% | +32.5% | -68.5% | -47.7% |
| 6M | +103.1% | +33.7% | +69.4% | +63.6% |
| YTD | +130.6% | +13.4% | +117.2% | +107.1% |
| 1Y | +86.1% | +0.6% | +85.5% | +81.0% |
| All | +296.4% | +96.4% | +200.0% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling