+374.7%
AMDL vs EQNR
+85.2%
+289.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.3% | +10.5% | +8.6% |
| 7D | +4.5% | +1.7% | +2.8% | +5.4% |
| 30D | -4.4% | +11.5% | -15.9% | +0.6% |
| 3M | -30.5% | +12.9% | -43.4% | -24.4% |
| 6M | +300.9% | +36.0% | +264.9% | +292.9% |
| YTD | +219.9% | +84.1% | +135.8% | +171.0% |
| 1Y | +374.7% | +83.8% | +291.0% | +303.6% |
| All | +374.7% | +85.2% | +289.5% | +303.6% |
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