+132.7%
ARMK vs EQH
+226.5%
-93.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.3% |
| 7D | +1.7% | +5.4% | -3.7% | -1.2% |
| 30D | +3.1% | +1.0% | +2.1% | +2.2% |
| 3M | +9.2% | +26.7% | -17.5% | -4.8% |
| 6M | +43.7% | +34.4% | +9.3% | +20.1% |
| YTD | +57.4% | +11.5% | +45.9% | +44.6% |
| 1Y | +51.9% | +0.4% | +51.5% | +47.1% |
| 3Y | +125.4% | +96.5% | +28.9% | +40.5% |
| 5Y | +149.1% | +93.4% | +55.7% | +51.5% |
| All | +132.7% | +226.5% | -93.9% | +0.6% |
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