-40.4%
ACN vs EQNR
+72.8%
-113.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.4% |
| 7D | -1.5% | +6.4% | -7.9% | -1.8% |
| 30D | +2.1% | +10.4% | -8.3% | +1.6% |
| 3M | +11.1% | +23.1% | -12.0% | +9.4% |
| 6M | -6.8% | +36.3% | -43.1% | -8.5% |
| YTD | -30.0% | +96.0% | -126.0% | -32.2% |
| 1Y | -23.1% | +94.2% | -117.3% | -25.5% |
| 3Y | -40.4% | +75.3% | -115.7% | -42.6% |
| All | -40.4% | +72.8% | -113.2% | -42.6% |
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