+131.0%
AMDL vs EQNR
+102.0%
+29.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.2% | +1.8% | +5.3% |
| 7D | +29.0% | +3.8% | +25.2% | +28.1% |
| 30D | +19.1% | +11.4% | +7.7% | +16.8% |
| 3M | +1.8% | +24.8% | -23.0% | -2.6% |
| 6M | +374.4% | +42.3% | +332.1% | +288.2% |
| YTD | +278.9% | +97.9% | +181.1% | +138.8% |
| 1Y | +510.6% | +95.9% | +414.6% | +282.8% |
| All | +131.0% | +102.0% | +29.0% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling