+79.6%
EQH vs BAM
+71.9%
+7.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | +0.4% |
| 7D | +5.4% | -1.6% | +7.0% | +6.5% |
| 30D | +1.0% | -6.0% | +7.0% | +4.5% |
| 3M | +26.7% | +7.3% | +19.4% | +20.5% |
| 6M | +34.4% | +8.2% | +26.1% | +27.1% |
| YTD | +11.5% | -3.8% | +15.3% | +13.1% |
| 1Y | +0.4% | -10.7% | +11.1% | +6.1% |
| 3Y | +96.5% | +55.3% | +41.2% | +48.6% |
| All | +79.6% | +71.9% | +7.7% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling