+40.2%
AMC vs EQNR
+89.2%
-49.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.2% | +13.5% | +4.5% |
| 7D | +17.7% | -10.2% | +27.9% | +12.6% |
| 30D | +26.2% | +1.1% | +25.1% | +27.3% |
| 3M | +31.3% | +10.3% | +21.0% | +38.6% |
| 6M | +142.8% | +5.7% | +137.1% | +152.5% |
| YTD | +125.6% | +87.2% | +38.4% | +147.6% |
| 1Y | +40.2% | +87.4% | -47.2% | +55.1% |
| All | +40.2% | +89.2% | -49.0% | +55.1% |
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 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