+63.4%
EQT vs AS
+114.1%
-50.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.2% |
| 7D | -0.8% | -2.6% | +1.8% | -0.6% |
| 30D | +6.6% | -22.1% | +28.8% | +9.2% |
| 3M | +4.4% | -15.3% | +19.7% | +5.7% |
| 6M | -10.5% | -15.6% | +5.1% | -9.7% |
| YTD | +3.7% | -23.2% | +26.9% | +5.7% |
| 1Y | +9.9% | -21.7% | +31.6% | +11.3% |
| All | +63.4% | +114.1% | -50.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling