+6.7%
AKAM vs EQNR
+86.3%
-79.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.4% |
| 7D | -21.7% | -10.6% | -11.1% | -21.8% |
| 30D | -28.3% | -1.1% | -27.2% | -28.1% |
| 3M | -36.3% | +12.6% | -49.0% | -36.1% |
| 6M | -34.0% | +4.9% | -38.9% | -34.1% |
| YTD | -10.8% | +86.1% | -96.9% | -10.5% |
| 1Y | +6.7% | +87.5% | -80.9% | +7.7% |
| All | +6.7% | +86.3% | -79.6% | +7.7% |
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