-26.1%
ARES vs EQNR
+93.1%
-119.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | -6.1% | +6.4% | -12.5% | -5.1% |
| 30D | -7.5% | +10.4% | -17.9% | -6.1% |
| 3M | +0.1% | +23.1% | -23.0% | +2.8% |
| 6M | +30.3% | +36.3% | -6.0% | +33.2% |
| YTD | -16.6% | +96.0% | -112.6% | -14.0% |
| 1Y | -26.1% | +94.2% | -120.3% | -24.3% |
| All | -26.1% | +93.1% | -119.2% | -24.3% |
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