+1,489.1%
AKAM vs EQNR
+2,025.8%
-536.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.5% | +6.4% | -4.9% | -0.5% |
| 30D | -13.0% | +10.4% | -23.4% | -15.8% |
| 3M | -19.4% | +23.1% | -42.5% | -25.2% |
| 6M | +0.3% | +36.3% | -36.0% | -11.2% |
| YTD | +22.4% | +96.0% | -73.6% | -4.8% |
| 1Y | +34.8% | +94.2% | -59.4% | +4.8% |
| 3Y | +1.9% | +75.3% | -73.3% | -20.4% |
| 5Y | -4.6% | +187.2% | -191.8% | -41.6% |
| 10Y | +103.4% | +415.5% | -312.1% | -13.2% |
| All | +1,489.1% | +2,025.8% | -536.7% | +299.9% |
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