-4.5%
AKAM vs EQNR
+183.4%
-187.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +1.5% | +6.4% | -4.9% | +1.0% |
| 30D | -13.0% | +10.4% | -23.4% | -13.7% |
| 3M | -19.4% | +23.1% | -42.5% | -20.8% |
| 6M | +0.3% | +36.3% | -36.0% | -2.8% |
| YTD | +22.4% | +96.0% | -73.6% | +14.5% |
| 1Y | +34.8% | +94.2% | -59.4% | +26.1% |
| 3Y | +1.9% | +75.3% | -73.3% | -4.8% |
| All | -4.5% | +183.4% | -187.8% | -12.8% |
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 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