+91.1%
AEHR vs EQNR
+86.3%
+4.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -0.6% | -18.6% | -19.4% |
| 7D | -19.7% | -10.6% | -9.1% | -23.1% |
| 30D | -46.6% | -1.1% | -45.6% | -46.4% |
| 3M | -50.2% | +12.6% | -62.9% | -47.2% |
| 6M | -46.1% | +4.9% | -51.0% | -43.1% |
| YTD | +143.5% | +86.1% | +57.4% | +132.9% |
| 1Y | +91.1% | +87.5% | +3.5% | +84.0% |
| All | +91.1% | +86.3% | +4.8% | +84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling