+74.1%
AA vs EQNR
+72.8%
+1.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -3.4% | +6.4% | -9.9% | -5.6% |
| 30D | -5.8% | +10.4% | -16.1% | -9.1% |
| 3M | -29.9% | +23.1% | -53.0% | -35.5% |
| 6M | -27.0% | +36.3% | -63.3% | -37.8% |
| YTD | -8.7% | +96.0% | -104.7% | -36.1% |
| 1Y | +50.6% | +94.2% | -43.6% | +5.1% |
| 3Y | +74.1% | +75.3% | -1.2% | +25.7% |
| All | +74.1% | +72.8% | +1.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling