+8.6%
ALB vs EQNR
+89.2%
-80.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.2% | +11.5% | +5.3% |
| 7D | -2.1% | -10.2% | +8.1% | -1.9% |
| 30D | -9.0% | +1.1% | -10.1% | -9.3% |
| 3M | -21.1% | +10.3% | -31.5% | -21.6% |
| 6M | -49.9% | +5.7% | -55.6% | -50.0% |
| YTD | -32.3% | +87.2% | -119.5% | -28.4% |
| 1Y | +8.6% | +87.4% | -78.8% | +14.6% |
| All | +8.6% | +89.2% | -80.6% | +14.6% |
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