+1,616.4%
AMAT vs EQNR
+416.8%
+1,199.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +0.4% | +6.4% | -6.0% | -1.6% |
| 30D | -16.6% | +10.4% | -27.0% | -19.3% |
| 3M | -17.3% | +23.1% | -40.4% | -23.6% |
| 6M | +30.3% | +36.3% | -6.0% | +13.5% |
| YTD | +78.3% | +96.0% | -17.7% | +34.5% |
| 1Y | +169.8% | +94.2% | +75.6% | +103.1% |
| 3Y | +218.5% | +75.3% | +143.3% | +142.0% |
| 5Y | +247.7% | +187.2% | +60.5% | +95.4% |
| All | +1,616.4% | +416.8% | +1,199.6% | +627.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling