+171.1%
ADM vs EQNR
+416.8%
-245.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +2.5% | +6.4% | -3.9% | +0.4% |
| 30D | +9.5% | +10.4% | -0.9% | +5.8% |
| 3M | +10.6% | +23.1% | -12.5% | +2.6% |
| 6M | +24.0% | +36.3% | -12.3% | +10.0% |
| YTD | +54.0% | +96.0% | -42.0% | +19.9% |
| 1Y | +45.3% | +94.2% | -48.9% | +13.3% |
| 3Y | +21.8% | +75.3% | -53.5% | -3.8% |
| 5Y | +66.8% | +187.2% | -120.4% | +5.9% |
| All | +171.1% | +416.8% | -245.7% | +26.8% |
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