-55.4%
APP vs EQNR
+89.2%
-144.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.2% | +16.9% | +8.0% |
| 7D | +4.5% | -10.2% | +14.7% | +0.4% |
| 30D | -3.6% | +1.1% | -4.7% | -2.7% |
| 3M | -35.3% | +10.3% | -45.6% | -31.8% |
| 6M | -42.8% | +5.7% | -48.4% | -38.4% |
| YTD | -59.7% | +87.2% | -146.9% | -49.0% |
| 1Y | -55.4% | +87.4% | -142.8% | -42.7% |
| All | -55.4% | +89.2% | -144.6% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling