+407.1%
APLD vs EQNR
+72.8%
+334.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +0.2% | +6.4% | -6.2% | -0.4% |
| 30D | -15.2% | +10.4% | -25.5% | -16.1% |
| 3M | -36.3% | +23.1% | -59.4% | -38.0% |
| 6M | -7.4% | +36.3% | -43.7% | -17.1% |
| YTD | +7.7% | +96.0% | -88.2% | -19.3% |
| 1Y | +53.8% | +94.2% | -40.4% | +14.5% |
| 3Y | +407.1% | +75.3% | +331.8% | +292.4% |
| All | +407.1% | +72.8% | +334.3% | +292.4% |
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 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