+167.3%
APD vs EQNR
+416.8%
-249.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.3% | +6.4% | -9.7% | -4.8% |
| 30D | -4.2% | +10.4% | -14.5% | -6.5% |
| 3M | +5.4% | +23.1% | -17.7% | -0.3% |
| 6M | +6.3% | +36.3% | -30.0% | -2.9% |
| YTD | +20.3% | +96.0% | -75.6% | -0.4% |
| 1Y | +1.6% | +94.2% | -92.6% | -16.0% |
| 3Y | +4.0% | +75.3% | -71.3% | -13.4% |
| 5Y | +23.3% | +187.2% | -163.9% | -17.0% |
| All | +167.3% | +416.8% | -249.6% | +38.4% |
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