+208.4%
AGI vs EQNR
+72.8%
+135.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -2.7% | +6.4% | -9.2% | -3.0% |
| 30D | +7.2% | +10.4% | -3.1% | +6.8% |
| 3M | +4.3% | +23.1% | -18.8% | +3.1% |
| 6M | -27.1% | +36.3% | -63.4% | -31.2% |
| YTD | -6.6% | +96.0% | -102.6% | -19.9% |
| 1Y | +9.5% | +94.2% | -84.7% | -6.2% |
| 3Y | +208.4% | +75.3% | +133.2% | +165.6% |
| All | +208.4% | +72.8% | +135.6% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling