+126.1%
AMDL vs EQNR
+100.1%
+26.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +15.9% | +6.4% | +9.5% | +14.8% |
| 30D | +10.5% | +10.4% | +0.1% | +8.6% |
| 3M | -4.7% | +23.1% | -27.8% | -8.3% |
| 6M | +355.2% | +36.3% | +318.9% | +281.6% |
| YTD | +270.9% | +96.0% | +174.9% | +134.1% |
| 1Y | +499.5% | +94.2% | +405.3% | +275.8% |
| All | +126.1% | +100.1% | +26.0% | +26.5% |
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