-21.1%
AMRZ vs EQNR
+72.5%
-93.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | 0.0% |
| 7D | -7.5% | +6.4% | -14.0% | -5.8% |
| 30D | -12.4% | +10.4% | -22.8% | -9.7% |
| 3M | -22.4% | +23.1% | -45.5% | -16.7% |
| 6M | -29.5% | +36.3% | -65.8% | -24.7% |
| YTD | -24.1% | +96.0% | -120.1% | -18.8% |
| 1Y | -26.3% | +94.2% | -120.5% | -21.3% |
| All | -21.1% | +72.5% | -93.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling