+222.7%
EQH vs AMBA
+19.2%
+203.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +5.5% | -11.0% | +16.5% | +8.4% |
| 30D | +3.2% | -23.2% | +26.4% | +9.8% |
| 3M | +32.5% | -12.7% | +45.3% | +31.7% |
| 6M | +33.7% | +11.2% | +22.5% | +22.2% |
| YTD | +13.4% | -11.2% | +24.7% | +9.4% |
| 1Y | +0.6% | -22.5% | +23.1% | -1.5% |
| 3Y | +95.1% | -1.3% | +96.4% | +66.5% |
| 5Y | +92.7% | -54.2% | +146.8% | +78.7% |
| All | +222.7% | +19.2% | +203.5% | +76.5% |
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