+499.5%
AMDL vs EQNR
+93.1%
+406.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.6% |
| 7D | +15.9% | +6.4% | +9.5% | +19.0% |
| 30D | +10.5% | +10.4% | +0.1% | +15.6% |
| 3M | -4.7% | +23.1% | -27.8% | +7.9% |
| 6M | +355.2% | +36.3% | +318.9% | +378.6% |
| YTD | +270.9% | +96.0% | +174.9% | +240.4% |
| 1Y | +499.5% | +94.2% | +405.3% | +465.1% |
| All | +499.5% | +93.1% | +406.4% | +465.1% |
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