+109.1%
AMDL vs EQNR
+89.2%
+19.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.9% | -1.4% |
| 7D | -30.7% | -10.2% | -20.5% | -34.3% |
| 30D | -43.8% | +1.1% | -44.8% | -42.6% |
| 3M | -24.5% | +10.3% | -34.8% | -19.1% |
| 6M | +44.7% | +5.7% | +39.0% | +59.5% |
| YTD | +204.0% | +87.2% | +116.8% | +181.1% |
| 1Y | +109.1% | +87.4% | +21.7% | +96.4% |
| All | +109.1% | +89.2% | +19.8% | +96.4% |
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