+528.2%
AMKR vs EQNR
+416.8%
+111.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | +8.3% | +6.4% | +1.9% | +5.8% |
| 30D | -6.8% | +10.4% | -17.1% | -10.4% |
| 3M | -31.9% | +23.1% | -55.0% | -38.1% |
| 6M | +18.4% | +36.3% | -17.9% | +0.2% |
| YTD | +31.7% | +96.0% | -64.3% | -6.3% |
| 1Y | +105.2% | +94.2% | +11.0% | +46.2% |
| 3Y | +147.7% | +75.3% | +72.5% | +79.9% |
| 5Y | +99.4% | +187.2% | -87.9% | +0.3% |
| All | +528.2% | +416.8% | +111.4% | +123.4% |
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