+39.8%
AG vs EQNR
+86.3%
-46.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.5% |
| 7D | -2.9% | -10.6% | +7.7% | -6.3% |
| 30D | -15.1% | -1.1% | -14.0% | -15.2% |
| 3M | -15.4% | +12.6% | -28.0% | -10.8% |
| 6M | -21.9% | +4.9% | -26.8% | -19.3% |
| YTD | -10.4% | +86.1% | -96.5% | +7.4% |
| 1Y | +39.8% | +87.5% | -47.7% | +70.9% |
| All | +39.8% | +86.3% | -46.4% | +70.9% |
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