-99.5%
AMC vs EQNR
+185.3%
-284.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -7.1% | +5.7% | -12.8% | -7.7% |
| 30D | -1.7% | +11.3% | -12.9% | -2.9% |
| 3M | +13.5% | +21.5% | -8.0% | +10.5% |
| 6M | +112.6% | +41.8% | +70.8% | +96.5% |
| YTD | +51.3% | +97.3% | -46.0% | +28.2% |
| 1Y | -14.5% | +89.9% | -104.4% | -27.2% |
| 3Y | -67.1% | +76.9% | -144.0% | -72.1% |
| All | -99.5% | +185.3% | -284.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling