+369.5%
ALAB vs EQNR
+102.2%
+267.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | -6.2% | +6.4% | -12.6% | -7.0% |
| 30D | -8.7% | +10.4% | -19.0% | -10.1% |
| 3M | -20.7% | +23.1% | -43.8% | -23.5% |
| 6M | +133.5% | +36.3% | +97.2% | +110.7% |
| YTD | +75.1% | +96.0% | -20.9% | +35.8% |
| 1Y | +25.0% | +94.2% | -69.2% | -3.2% |
| All | +369.5% | +102.2% | +267.3% | +237.5% |
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