+197.1%
ABT vs EQNR
+416.8%
-219.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -5.9% | +6.4% | -12.3% | -6.6% |
| 30D | -8.1% | +10.4% | -18.4% | -9.2% |
| 3M | +14.5% | +23.1% | -8.6% | +11.3% |
| 6M | -6.3% | +36.3% | -42.6% | -10.8% |
| YTD | -17.1% | +96.0% | -113.1% | -25.3% |
| 1Y | -21.4% | +94.2% | -115.6% | -29.1% |
| 3Y | +5.9% | +75.3% | -69.3% | -4.4% |
| 5Y | -12.8% | +187.2% | -200.0% | -30.8% |
| All | +197.1% | +416.8% | -219.7% | +99.9% |
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 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