+238.9%
EQH vs AMBA
+15.7%
+223.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | +5.1% | +10.7% | -5.5% | +2.5% |
| 30D | +4.7% | -5.0% | +9.8% | +5.7% |
| 3M | +7.2% | -26.9% | +34.1% | +14.7% |
| 6M | +38.9% | -21.9% | +60.8% | +39.2% |
| YTD | +19.2% | -13.8% | +33.0% | +14.8% |
| 1Y | +25.5% | -36.1% | +61.6% | +30.1% |
| 3Y | +125.2% | +21.6% | +103.5% | +79.5% |
| 5Y | +81.6% | -68.8% | +150.4% | +91.6% |
| All | +238.9% | +15.7% | +223.2% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling