-25.9%
AFRM vs EQNR
+248.3%
-274.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | -1.3% | +6.4% | -7.7% | -2.9% |
| 30D | -2.7% | +10.4% | -13.0% | -5.4% |
| 3M | +7.4% | +23.1% | -15.6% | +0.2% |
| 6M | +40.7% | +36.3% | +4.4% | +22.9% |
| YTD | -4.0% | +96.0% | -100.0% | -28.6% |
| 1Y | -12.2% | +94.2% | -106.5% | -34.8% |
| 3Y | +203.1% | +75.3% | +127.8% | +129.2% |
| 5Y | -42.2% | +187.2% | -229.5% | -64.4% |
| All | -25.9% | +248.3% | -274.1% | -56.0% |
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 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