+396.9%
APP vs EQNR
+232.8%
+164.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +1.1% | +6.4% | -5.4% | +0.5% |
| 30D | +6.6% | +10.4% | -3.7% | +5.6% |
| 3M | -32.3% | +23.1% | -55.4% | -34.1% |
| 6M | -29.8% | +36.3% | -66.1% | -33.6% |
| YTD | -51.9% | +96.0% | -147.9% | -57.8% |
| 1Y | -43.3% | +94.2% | -137.5% | -50.4% |
| 3Y | +664.1% | +75.3% | +588.8% | +568.3% |
| 5Y | +318.7% | +187.2% | +131.4% | +230.3% |
| All | +396.9% | +232.8% | +164.1% | +265.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling