-99.8%
AMIX vs EQNR
+89.8%
-189.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.7% |
| 7D | -4.8% | +6.4% | -11.2% | -2.0% |
| 30D | -42.0% | +10.4% | -52.4% | -38.9% |
| 3M | -46.5% | +23.1% | -69.6% | -41.7% |
| 6M | -48.2% | +36.3% | -84.5% | -41.9% |
| YTD | -62.2% | +96.0% | -158.1% | -53.3% |
| 1Y | -82.1% | +94.2% | -176.3% | -77.8% |
| All | -99.8% | +89.8% | -189.6% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling