+56.2%
AG vs EQNR
+183.4%
-127.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -6.7% | +6.4% | -13.2% | -8.2% |
| 30D | +2.2% | +10.4% | -8.2% | -0.5% |
| 3M | +15.7% | +23.1% | -7.4% | +8.6% |
| 6M | -23.8% | +36.3% | -60.1% | -33.4% |
| YTD | +17.6% | +96.0% | -78.3% | -11.8% |
| 1Y | +88.6% | +94.2% | -5.6% | +40.9% |
| 3Y | +253.4% | +75.3% | +178.2% | +170.1% |
| All | +56.2% | +183.4% | -127.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling