+2,532.9%
AMAT vs EQNR
+2,046.2%
+486.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.1% | -2.3% |
| 7D | +6.9% | +3.8% | +3.1% | +5.5% |
| 30D | -10.1% | +11.4% | -21.5% | -13.5% |
| 3M | -6.0% | +24.8% | -30.8% | -14.3% |
| 6M | +38.6% | +42.3% | -3.6% | +18.3% |
| YTD | +83.1% | +97.9% | -14.8% | +37.7% |
| 1Y | +188.3% | +95.9% | +92.4% | +116.3% |
| 3Y | +225.3% | +77.3% | +148.0% | +146.3% |
| 5Y | +262.0% | +195.3% | +66.7% | +114.0% |
| 10Y | +1,707.5% | +420.4% | +1,287.0% | +720.6% |
| All | +2,532.9% | +2,046.2% | +486.7% | +563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling