+60.7%
AME vs EQNR
+72.8%
-12.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.2% |
| 7D | +1.7% | +6.4% | -4.7% | +2.0% |
| 30D | -6.4% | +10.4% | -16.8% | -6.1% |
| 3M | +7.1% | +23.1% | -16.0% | +8.0% |
| 6M | +8.2% | +36.3% | -28.1% | +8.0% |
| YTD | +18.2% | +96.0% | -77.8% | +15.5% |
| 1Y | +26.7% | +94.2% | -67.5% | +23.9% |
| 3Y | +60.7% | +75.3% | -14.6% | +57.2% |
| All | +60.7% | +72.8% | -12.1% | +57.2% |
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