+240.3%
EQH vs AMBA
+18.4%
+221.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.3% |
| 7D | -0.5% | +2.6% | -3.0% | -1.1% |
| 30D | +4.4% | -3.6% | +8.0% | +5.0% |
| 3M | +8.8% | -24.6% | +33.4% | +15.5% |
| 6M | +38.1% | -21.6% | +59.8% | +38.5% |
| YTD | +19.7% | -11.8% | +31.4% | +14.7% |
| 1Y | +27.8% | -33.2% | +61.0% | +30.9% |
| 3Y | +126.1% | +24.5% | +101.6% | +79.2% |
| 5Y | +83.3% | -67.7% | +151.0% | +91.6% |
| All | +240.3% | +18.4% | +221.9% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling