+390.1%
AMD vs EQNR
+72.8%
+317.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +8.1% | +6.4% | +1.6% | +7.7% |
| 30D | +6.9% | +10.4% | -3.5% | +6.3% |
| 3M | +5.7% | +23.1% | -17.4% | +4.5% |
| 6M | +152.0% | +36.3% | +115.7% | +137.7% |
| YTD | +141.0% | +96.0% | +45.0% | +105.3% |
| 1Y | +231.6% | +94.2% | +137.3% | +182.2% |
| 3Y | +390.1% | +75.3% | +314.8% | +300.0% |
| All | +390.1% | +72.8% | +317.3% | +300.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling