-20.2%
AMRZ vs EQNR
+74.2%
-94.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.6% | -1.1% |
| 7D | -4.7% | +3.8% | -8.4% | -3.5% |
| 30D | -11.3% | +11.4% | -22.7% | -8.3% |
| 3M | -22.1% | +24.8% | -46.9% | -16.0% |
| 6M | -29.6% | +42.3% | -71.9% | -24.5% |
| YTD | -23.3% | +97.9% | -121.2% | -17.7% |
| 1Y | -23.7% | +95.9% | -119.7% | -18.5% |
| All | -20.2% | +74.2% | -94.4% | -15.1% |
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