+804.4%
AAOI vs EQNR
+72.8%
+731.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.2% | +6.4% | -6.6% | -2.4% |
| 30D | -23.7% | +10.4% | -34.1% | -26.3% |
| 3M | -39.0% | +23.1% | -62.1% | -44.6% |
| 6M | -17.0% | +36.3% | -53.3% | -30.5% |
| YTD | +202.2% | +96.0% | +106.3% | +110.6% |
| 1Y | +292.4% | +94.2% | +198.2% | +172.9% |
| 3Y | +804.4% | +75.3% | +729.1% | +524.5% |
| All | +804.4% | +72.8% | +731.6% | +524.5% |
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