-40.4%
APTV vs EQNR
+85.2%
-125.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +2.9% |
| 7D | +4.8% | +1.7% | +3.1% | +5.1% |
| 30D | +2.0% | +11.5% | -9.5% | +3.5% |
| 3M | -34.2% | +12.9% | -47.1% | -33.0% |
| 6M | -34.7% | +36.0% | -70.6% | -34.4% |
| YTD | -37.0% | +84.1% | -121.1% | -38.7% |
| 1Y | -40.4% | +83.8% | -124.2% | -41.4% |
| All | -40.4% | +85.2% | -125.6% | -41.4% |
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 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