+129.2%
APO vs EQNR
+183.4%
-54.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -3.5% | +6.4% | -9.9% | -4.4% |
| 30D | -6.6% | +10.4% | -16.9% | -8.0% |
| 3M | -3.3% | +23.1% | -26.4% | -6.8% |
| 6M | +22.6% | +36.3% | -13.7% | +14.6% |
| YTD | -9.8% | +96.0% | -105.8% | -22.5% |
| 1Y | -3.9% | +94.2% | -98.1% | -17.5% |
| 3Y | +52.5% | +75.3% | -22.8% | +32.3% |
| All | +129.2% | +183.4% | -54.2% | +82.1% |
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