+61.0%
AA vs EQNR
+85.2%
-24.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | +5.0% | +11.5% | -6.5% | +4.5% |
| 3M | -35.8% | +12.9% | -48.7% | -36.4% |
| 6M | -18.4% | +36.0% | -54.3% | -20.2% |
| YTD | -5.5% | +84.1% | -89.6% | -7.5% |
| 1Y | +61.0% | +83.8% | -22.8% | +57.9% |
| All | +61.0% | +85.2% | -24.3% | +57.9% |
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