+222.7%
EQH vs ALK
-27.7%
+250.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.9% |
| 7D | +5.5% | -0.7% | +6.2% | +5.8% |
| 30D | +3.2% | -19.2% | +22.5% | +14.3% |
| 3M | +32.5% | -1.5% | +34.1% | +30.5% |
| 6M | +33.7% | -13.1% | +46.8% | +37.4% |
| YTD | +13.4% | -16.4% | +29.9% | +17.8% |
| 1Y | +0.6% | -33.1% | +33.6% | +16.2% |
| 3Y | +95.1% | +0.6% | +94.5% | +65.1% |
| 5Y | +92.7% | -26.4% | +119.1% | +89.2% |
| All | +222.7% | -27.7% | +250.3% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling