+409.0%
AG vs EQNR
+392.9%
+16.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -6.7% | +6.4% | -13.2% | -9.9% |
| 30D | +2.2% | +10.4% | -8.2% | -3.4% |
| 3M | +15.7% | +23.1% | -7.4% | +0.9% |
| 6M | -23.8% | +36.3% | -60.1% | -40.3% |
| YTD | +17.6% | +96.0% | -78.3% | -26.1% |
| 1Y | +88.6% | +94.2% | -5.6% | +17.8% |
| 3Y | +253.4% | +75.3% | +178.2% | +129.1% |
| 5Y | +62.4% | +187.2% | -124.8% | -27.6% |
| 10Y | +61.2% | +415.5% | -354.2% | -59.2% |
| All | +409.0% | +392.9% | +16.1% | +20.4% |
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