-3.7%
APA vs EQNR
+416.8%
-420.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.2% |
| 7D | +4.6% | +6.4% | -1.9% | -2.4% |
| 30D | +11.9% | +10.4% | +1.6% | +0.3% |
| 3M | +22.5% | +23.1% | -0.6% | -3.3% |
| 6M | +37.5% | +36.3% | +1.2% | -3.6% |
| YTD | +87.2% | +96.0% | -8.8% | -13.2% |
| 1Y | +101.4% | +94.2% | +7.2% | -5.5% |
| 3Y | +16.9% | +75.3% | -58.3% | -40.4% |
| 5Y | +178.4% | +187.2% | -8.8% | -25.9% |
| All | -3.7% | +416.8% | -420.5% | -82.9% |
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