+82.2%
EQH vs ALK
-31.3%
+113.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +6.5% | -1.2% | +7.7% | +7.0% |
| 30D | +6.1% | +7.7% | -1.6% | +2.5% |
| 3M | +6.2% | -19.0% | +25.2% | +14.7% |
| 6M | +38.1% | -0.2% | +38.3% | +33.5% |
| YTD | +20.2% | -23.5% | +43.7% | +28.1% |
| 1Y | +27.6% | -9.1% | +36.7% | +25.2% |
| 3Y | +128.8% | +12.0% | +116.8% | +82.5% |
| All | +82.2% | -31.3% | +113.5% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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