+84.1%
EQH vs BAM
+66.2%
+17.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.7% | -6.6% | +7.3% | +5.0% |
| 30D | +2.8% | -12.4% | +15.3% | +11.4% |
| 3M | +23.1% | +2.4% | +20.7% | +20.6% |
| 6M | +41.4% | +7.9% | +33.5% | +33.9% |
| YTD | +14.3% | -7.0% | +21.3% | +18.3% |
| 1Y | +1.6% | -13.4% | +15.0% | +9.3% |
| 3Y | +102.7% | +46.9% | +55.9% | +58.4% |
| All | +84.1% | +66.2% | +17.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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