+169.8%
AMAT vs EQNR
+93.1%
+76.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | +0.4% | +6.4% | -6.0% | +1.9% |
| 30D | -16.6% | +10.4% | -27.0% | -14.6% |
| 3M | -17.3% | +23.1% | -40.4% | -11.8% |
| 6M | +30.3% | +36.3% | -6.0% | +37.1% |
| YTD | +78.3% | +96.0% | -17.7% | +87.4% |
| 1Y | +169.8% | +94.2% | +75.6% | +185.7% |
| All | +169.8% | +93.1% | +76.7% | +185.7% |
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