+106.2%
AMT vs EQNR
+416.8%
-310.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +1.1% | +6.4% | -5.3% | +0.3% |
| 30D | +4.4% | +10.4% | -6.0% | +2.9% |
| 3M | -5.2% | +23.1% | -28.2% | -8.1% |
| 6M | -0.8% | +36.3% | -37.1% | -5.8% |
| YTD | +3.3% | +96.0% | -92.7% | -7.3% |
| 1Y | -6.0% | +94.2% | -100.2% | -15.6% |
| 3Y | +9.6% | +75.3% | -65.7% | -1.5% |
| 5Y | -29.2% | +187.2% | -216.5% | -43.5% |
| All | +106.2% | +416.8% | -310.6% | +28.7% |
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 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