+313.3%
ANET vs EQNR
+72.8%
+240.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.6% |
| 7D | +3.0% | +6.4% | -3.4% | +2.7% |
| 30D | -5.2% | +10.4% | -15.5% | -5.7% |
| 3M | +27.6% | +23.1% | +4.5% | +25.9% |
| 6M | +44.4% | +36.3% | +8.1% | +40.5% |
| YTD | +52.3% | +96.0% | -43.6% | +40.9% |
| 1Y | +30.4% | +94.2% | -63.8% | +20.5% |
| 3Y | +313.3% | +75.3% | +238.0% | +276.6% |
| All | +313.3% | +72.8% | +240.4% | +276.6% |
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