+7.2%
AWK vs EQH
+100.2%
-93.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | -2.1% | +0.7% | -2.9% | -2.1% |
| 30D | +2.1% | +2.8% | -0.8% | +2.1% |
| 3M | +11.4% | +23.1% | -11.7% | +11.5% |
| 6M | +3.9% | +41.4% | -37.5% | +4.1% |
| YTD | +7.7% | +14.3% | -6.6% | +8.2% |
| 1Y | +1.3% | +1.6% | -0.3% | +2.1% |
| 3Y | +7.2% | +102.7% | -95.5% | -19.9% |
| All | +7.2% | +100.2% | -93.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling