+136.6%
ARMK vs EQH
+234.7%
-98.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.7% | +2.4% |
| 7D | +3.1% | +0.7% | +2.4% | +2.7% |
| 30D | -2.8% | +2.8% | -5.6% | -4.4% |
| 3M | +7.6% | +23.1% | -15.5% | -4.7% |
| 6M | +47.9% | +41.4% | +6.5% | +20.3% |
| YTD | +60.0% | +14.3% | +45.8% | +45.2% |
| 1Y | +52.2% | +1.6% | +50.6% | +46.6% |
| 3Y | +131.4% | +102.7% | +28.7% | +41.9% |
| 5Y | +163.2% | +104.5% | +58.7% | +55.0% |
| All | +136.6% | +234.7% | -98.1% | +1.0% |
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