+120.4%
AS vs EQH
+73.0%
+47.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.1% |
| 7D | -4.9% | +5.5% | -10.4% | -7.6% |
| 30D | -19.6% | +3.2% | -22.8% | -21.1% |
| 3M | -14.4% | +32.5% | -46.9% | -26.4% |
| 6M | -20.1% | +33.7% | -53.9% | -32.1% |
| YTD | -20.9% | +13.4% | -34.4% | -27.0% |
| 1Y | -21.9% | +0.6% | -22.4% | -23.3% |
| All | +120.4% | +73.0% | +47.4% | +71.3% |
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