+3.2%
AA vs EQNR
+183.4%
-180.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -3.4% | +6.4% | -9.9% | -6.6% |
| 30D | -5.8% | +10.4% | -16.1% | -10.7% |
| 3M | -29.9% | +23.1% | -53.0% | -38.1% |
| 6M | -27.0% | +36.3% | -63.3% | -41.4% |
| YTD | -8.7% | +96.0% | -104.7% | -42.4% |
| 1Y | +50.6% | +94.2% | -43.6% | -5.4% |
| 3Y | +74.1% | +75.3% | -1.2% | +14.1% |
| All | +3.2% | +183.4% | -180.2% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling