+459.5%
AJG vs EQNR
+416.8%
+42.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -8.3% | +6.4% | -14.7% | -9.4% |
| 30D | -5.7% | +10.4% | -16.0% | -7.5% |
| 3M | +9.1% | +23.1% | -14.0% | +4.5% |
| 6M | +15.2% | +36.3% | -21.1% | +7.5% |
| YTD | -6.3% | +96.0% | -102.3% | -18.9% |
| 1Y | -19.1% | +94.2% | -113.3% | -30.0% |
| 3Y | +8.2% | +75.3% | -67.0% | -6.1% |
| 5Y | +75.6% | +187.2% | -111.6% | +28.2% |
| All | +459.5% | +416.8% | +42.7% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling