+362.6%
APH vs EQNR
+183.4%
+179.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.6% |
| 7D | +1.4% | +6.4% | -5.1% | +1.0% |
| 30D | -1.2% | +10.4% | -11.6% | -1.9% |
| 3M | +10.3% | +23.1% | -12.8% | +8.8% |
| 6M | +25.2% | +36.3% | -11.1% | +21.0% |
| YTD | +24.6% | +96.0% | -71.3% | +14.3% |
| 1Y | +41.4% | +94.2% | -52.8% | +29.7% |
| 3Y | +297.8% | +75.3% | +222.6% | +265.1% |
| All | +362.6% | +183.4% | +179.2% | +296.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling