-99.8%
AMIX vs EQNR
+83.8%
-183.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | +1.2% |
| 7D | -3.4% | -1.9% | -1.5% | -4.2% |
| 30D | -54.4% | +12.6% | -67.0% | -51.6% |
| 3M | -45.7% | +16.5% | -62.3% | -42.0% |
| 6M | -49.2% | +31.8% | -80.9% | -43.8% |
| YTD | -60.3% | +89.8% | -150.1% | -51.7% |
| 1Y | -81.4% | +87.6% | -168.9% | -77.3% |
| All | -99.8% | +83.8% | -183.6% | -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 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