-33.7%
ALB vs EQNR
+72.8%
-106.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -6.6% | +6.4% | -13.1% | -8.2% |
| 30D | -8.1% | +10.4% | -18.5% | -10.6% |
| 3M | -25.7% | +23.1% | -48.8% | -30.2% |
| 6M | -29.5% | +36.3% | -65.7% | -37.3% |
| YTD | -16.2% | +96.0% | -112.2% | -35.4% |
| 1Y | +59.2% | +94.2% | -35.0% | +22.5% |
| 3Y | -33.7% | +75.3% | -109.0% | -49.4% |
| All | -33.7% | +72.8% | -106.5% | -49.4% |
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