+16.0%
AA vs EQNR
+89.2%
-73.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.2% | +9.0% | +2.8% |
| 7D | +0.9% | -10.2% | +11.1% | +1.0% |
| 30D | -6.4% | +1.1% | -7.5% | -6.8% |
| 3M | -13.0% | +10.3% | -23.3% | -13.5% |
| 6M | -34.6% | +5.7% | -40.3% | -35.6% |
| YTD | -23.0% | +87.2% | -110.3% | -19.8% |
| 1Y | +16.0% | +87.4% | -71.4% | +21.6% |
| All | +16.0% | +89.2% | -73.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling