+117.0%
AA vs EQNR
+416.8%
-299.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -3.4% | +6.4% | -9.9% | -7.7% |
| 30D | -5.8% | +10.4% | -16.1% | -12.4% |
| 3M | -29.9% | +23.1% | -53.0% | -40.7% |
| 6M | -27.0% | +36.3% | -63.3% | -45.2% |
| YTD | -8.7% | +96.0% | -104.7% | -49.0% |
| 1Y | +50.6% | +94.2% | -43.6% | -16.2% |
| 3Y | +74.1% | +75.3% | -1.2% | +1.1% |
| 5Y | +2.6% | +187.2% | -184.6% | -62.7% |
| All | +117.0% | +416.8% | -299.9% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling