+216.8%
AMAT vs EQNR
+74.0%
+142.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +4.2% | +5.7% | -1.6% | +4.0% |
| 30D | -13.5% | +11.3% | -24.8% | -13.8% |
| 3M | -8.6% | +21.5% | -30.0% | -8.9% |
| 6M | +31.6% | +41.8% | -10.3% | +25.6% |
| YTD | +77.3% | +97.3% | -20.0% | +57.6% |
| 1Y | +179.4% | +89.9% | +89.4% | +149.7% |
| All | +216.8% | +74.0% | +142.8% | +176.1% |
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