-21.3%
AMRZ vs EQNR
+73.7%
-95.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.4% |
| 7D | -8.1% | +5.7% | -13.9% | -6.5% |
| 30D | -14.8% | +11.3% | -26.1% | -12.0% |
| 3M | -19.7% | +21.5% | -41.2% | -14.1% |
| 6M | -30.8% | +41.8% | -72.7% | -25.8% |
| YTD | -24.3% | +97.3% | -121.6% | -18.8% |
| 1Y | -24.0% | +89.9% | -113.9% | -18.8% |
| All | -21.3% | +73.7% | -95.0% | -16.3% |
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