+367.9%
APP vs EQNR
+236.0%
+131.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.5% | -2.6% |
| 7D | -4.4% | +3.8% | -8.2% | -4.7% |
| 30D | -10.0% | +11.4% | -21.4% | -11.0% |
| 3M | -41.4% | +24.8% | -66.2% | -43.1% |
| 6M | -41.0% | +42.3% | -83.3% | -44.6% |
| YTD | -54.7% | +97.9% | -152.6% | -60.3% |
| 1Y | -45.3% | +95.9% | -141.3% | -52.2% |
| 3Y | +624.3% | +77.3% | +546.9% | +532.7% |
| 5Y | +329.1% | +195.3% | +133.8% | +236.8% |
| All | +367.9% | +236.0% | +131.9% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling