+14.6%
AMCR vs EQNR
+416.8%
-402.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -6.3% | +6.4% | -12.7% | -7.4% |
| 30D | -7.8% | +10.4% | -18.2% | -9.6% |
| 3M | +7.5% | +23.1% | -15.6% | +2.5% |
| 6M | +2.7% | +36.3% | -33.6% | -6.2% |
| YTD | +6.0% | +96.0% | -89.9% | -11.9% |
| 1Y | +7.8% | +94.2% | -86.4% | -10.5% |
| 3Y | +5.8% | +75.3% | -69.5% | -11.6% |
| 5Y | -11.6% | +187.2% | -198.8% | -39.2% |
| All | +14.6% | +416.8% | -402.2% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling