-98.2%
AMC vs EQNR
+298.1%
-396.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.2% | -8.1% | -5.1% |
| 7D | -6.8% | +3.8% | -10.6% | -7.9% |
| 30D | +1.7% | +11.4% | -9.8% | -1.7% |
| 3M | +26.8% | +24.8% | +2.0% | +17.6% |
| 6M | +117.7% | +42.3% | +75.4% | +88.4% |
| YTD | +57.7% | +97.9% | -40.2% | +20.9% |
| 1Y | -12.5% | +95.9% | -108.4% | -33.1% |
| 3Y | -65.7% | +77.3% | -143.1% | -73.6% |
| 5Y | -99.5% | +195.3% | -294.8% | -99.7% |
| 10Y | -99.0% | +420.4% | -519.4% | -99.5% |
| All | -98.2% | +298.1% | -396.3% | -99.2% |
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