+444.7%
APLD vs EQNR
+67.4%
+377.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +0.2% | +6.4% | -6.2% | -2.0% |
| 30D | -15.2% | +10.4% | -25.5% | -18.3% |
| 3M | -36.3% | +23.1% | -59.4% | -42.0% |
| 6M | -7.4% | +36.3% | -43.7% | -24.3% |
| YTD | +7.7% | +96.0% | -88.2% | -29.9% |
| 1Y | +53.8% | +94.2% | -40.4% | -0.9% |
| 3Y | +407.1% | +75.3% | +331.8% | +241.5% |
| All | +444.7% | +67.4% | +377.4% | +289.4% |
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 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