+21.8%
ADM vs EQNR
+72.8%
-51.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +2.5% | +6.4% | -3.9% | +0.8% |
| 30D | +9.5% | +10.4% | -0.9% | +6.7% |
| 3M | +10.6% | +23.1% | -12.5% | +4.5% |
| 6M | +24.0% | +36.3% | -12.3% | +12.8% |
| YTD | +54.0% | +96.0% | -42.0% | +25.8% |
| 1Y | +45.3% | +94.2% | -48.9% | +18.9% |
| 3Y | +21.8% | +75.3% | -53.5% | -0.7% |
| All | +21.8% | +72.8% | -51.0% | -0.7% |
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