+178.7%
EQX vs AS
+107.2%
+71.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.3% |
| 7D | +1.7% | -2.8% | +4.5% | +2.2% |
| 30D | +11.1% | -23.2% | +34.3% | +16.9% |
| 3M | +23.1% | -20.1% | +43.2% | +28.3% |
| 6M | -21.8% | -18.5% | -3.3% | -18.9% |
| YTD | -8.1% | -25.6% | +17.6% | -3.4% |
| 1Y | +29.7% | -24.4% | +54.0% | +35.6% |
| All | +178.7% | +107.2% | +71.5% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling