+4.0%
APD vs EQNR
+72.8%
-68.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.3% | +6.4% | -9.7% | -3.9% |
| 30D | -4.2% | +10.4% | -14.5% | -5.2% |
| 3M | +5.4% | +23.1% | -17.7% | +2.8% |
| 6M | +6.3% | +36.3% | -30.0% | +1.7% |
| YTD | +20.3% | +96.0% | -75.6% | +9.2% |
| 1Y | +1.6% | +94.2% | -92.6% | -7.8% |
| 3Y | +4.0% | +75.3% | -71.3% | -4.6% |
| All | +4.0% | +72.8% | -68.8% | -4.6% |
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