-54.4%
APTV vs EQNR
+72.8%
-127.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -5.0% | +6.4% | -11.5% | -5.6% |
| 30D | -6.1% | +10.4% | -16.4% | -7.0% |
| 3M | -33.0% | +23.1% | -56.1% | -34.6% |
| 6M | -35.2% | +36.3% | -71.5% | -39.3% |
| YTD | -40.1% | +96.0% | -136.1% | -49.4% |
| 1Y | -45.6% | +94.2% | -139.8% | -54.0% |
| 3Y | -54.4% | +75.3% | -129.6% | -62.4% |
| All | -54.4% | +72.8% | -127.2% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling