-29.4%
AFRM vs EQNR
+250.7%
-280.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -8.5% | +5.7% | -14.2% | -9.8% |
| 30D | -11.4% | +11.3% | -22.6% | -14.0% |
| 3M | +8.2% | +21.5% | -13.2% | +1.4% |
| 6M | +36.6% | +41.8% | -5.2% | +17.6% |
| YTD | -8.7% | +97.3% | -106.0% | -32.1% |
| 1Y | -19.9% | +89.9% | -109.8% | -39.8% |
| 3Y | +202.6% | +76.9% | +125.7% | +128.2% |
| 5Y | -45.0% | +189.2% | -234.2% | -66.1% |
| All | -29.4% | +250.7% | -280.1% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling