-44.0%
ACHR vs EQNR
+295.4%
-339.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -2.3% | +6.4% | -8.7% | -3.3% |
| 30D | -11.3% | +10.4% | -21.6% | -12.8% |
| 3M | +5.3% | +23.1% | -17.8% | +1.1% |
| 6M | -13.2% | +36.3% | -49.5% | -20.2% |
| YTD | -25.8% | +96.0% | -121.8% | -38.1% |
| 1Y | -34.3% | +94.2% | -128.5% | -45.2% |
| 3Y | -19.9% | +75.3% | -95.2% | -32.8% |
| 5Y | -42.7% | +187.2% | -229.9% | -52.5% |
| All | -44.0% | +295.4% | -339.5% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling