+9.6%
AMT vs EQNR
+72.8%
-63.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +1.1% | +6.4% | -5.3% | +0.9% |
| 30D | +4.4% | +10.4% | -6.0% | +3.9% |
| 3M | -5.2% | +23.1% | -28.2% | -6.1% |
| 6M | -0.8% | +36.3% | -37.1% | -2.5% |
| YTD | +3.3% | +96.0% | -92.7% | -0.5% |
| 1Y | -6.0% | +94.2% | -100.2% | -9.4% |
| 3Y | +9.6% | +75.3% | -65.7% | +2.6% |
| All | +9.6% | +72.8% | -63.2% | +2.6% |
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