+155.2%
ARMK vs EQH
+94.3%
+60.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.7% |
| 7D | -0.9% | -1.8% | +0.8% | -0.2% |
| 30D | -5.9% | +2.4% | -8.4% | -7.0% |
| 3M | +6.7% | +26.3% | -19.6% | -4.3% |
| 6M | +42.5% | +35.8% | +6.7% | +22.9% |
| YTD | +55.1% | +12.7% | +42.5% | +44.8% |
| 1Y | +50.3% | +2.5% | +47.9% | +46.1% |
| 3Y | +122.2% | +98.6% | +23.6% | +48.6% |
| 5Y | +155.2% | +101.7% | +53.5% | +58.4% |
| All | +155.2% | +94.3% | +60.9% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling